Hi @tho.mi! Welcome!
Do you mean open multiple files using the File > Open… menu? If you’d like to submit this as a feature request, here's your starting point:
RStudio IDE Guide: Writing Good Feature Requests
A similar (but not identical) request already exists:
Maybe in the meantime, the workaround suggested there would help?
You can accomplish something similar programmatically with e.g.
files <- list.files("R", full.names = TRUE)
file.edit(files)
and so in theory could build an RStudio Addin to handle this.