Hi Edward,
It's a limitation on how it works.
I found increasing the list of recently used files (Tools >
Preferences > File > Maximum number of files in recent history) from
the default was helpful (but, I accept, not a total solution).
Bear in mind that BG does not have a multi-file search and replace
facility, so tasks such as adding a menu option that appears on every
page is best done in an external text editor with the appropriate
facility for that task.
It means I see no pressing reason for loading multiple files at the
same time. You might as well just load an individual file as you need
to edit it.
Having said that, I believe the "Project Manager" add-on provides a
multi-file load facility.
Greg Chapman
http://www.gregtutor.plus.com
Helping new users of KompoZer and The GIMP
Still exploring BlueGriffon