Open WD - ctrl+select (or shift+select) your .web files in explorer and drop them onto the WD title bar.
Viola! Multi-import.
Just as simple as (or maybe simpler than?);
Open WD - go to: File>>Open>>Ctrl+Select (or shift+select) and pressing open.
And this is NOT a workaround.
It's a method to achieve the desired result.
A way to 'succeed'
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