Related to this: is there also a way to limit the number of classes shown in the dropdown list in the admin interface to only those classes that can be used?
Since you probably log in as an admin, you have full access to all functions and therefore all classes.
My previous answer was meant for the editor policy's, or other roles that you might create. Tuning what they have access to, and what content they can place where and under what.
You can do the same thing for the admin role if you like to, but then you’ll have to remove the rule that states that admins have access to anything. Witch means you’ll have to make changes to the admin role every time you add content classes, extensions or siteaccesses.