The workspace menu does not look like in documentation either.

I'm not using Directory Monitor unfortunately.
Regarding multi-select.. It would be nice for example if selecting additional entries (after the first one) the Log Entry Grid would not change, i.e. it would always show the single/first selected entry.
Regarding not selecting on right click.. What I am looking for is something like the behavior of Windows Explorer, where you can have one folder selected in the tree view with its content shown in the "file" view and then right click on another folder in the tree view to bring up the context menu for that without the "file" view changing.

The major reason why I find the "single close" approach problematic is because I experienced that it took some time for each file/filter to load in the Log Entry Grid after closing a file (or maybe it was the closing itself that took time?), assuming beacuse the log files I usually have open are large ~500MB.
The reason why I would like to be able to right click without selecting is because I would like to keep the current content in the Log Entry Grid when I for example want to close another file or copy another filter (this includes draging and dropping a filter). It's annoying to "lose" the current view in such cases.