There's separate directives for net and component classes. At least, there should be. (I regularly use net classes, and never use component classes, so..)
You could also push the circuit to a separate sheet, and in Project Options, enable component class generation for sheets. This is especially handy with hierarchical design and Rooms (all components in the class associated with the Room are dragged with the room).
I normally don't use rooms on a flat design, but if your sheets each have a narrow focus (rather than throwing everything wherever), both the sheet-related component classes and their rooms could be handy for organizing things during early placement.
If nothing else, a dubious method is to assign classes manually on the PCB (Design / Classes), then in Project Options, disable ECO generation for removing component classes, so it remains persistent. (Note this will screw up the class structure if you later decide to move a component to a different sheet or class.)
Tim