In Android studio 2.0
after first app launch on emulator
it seems that run process is attached to it. But if I connect device and want to test app,
Instant Run has nothing to do with emulator or devices, it will perform its action on whosoever you have selected.
Just restart your android studio and connect your device and launch app ; Dialog will appear.
When chooser dialog appears showing connected devices and emulators don't check "Use same device for future launches" to get this dialog every time you launch your app.
Also, if you want to run on all devices hold on SHIFT and click each and run.