One thing some of us do is make use of the Reading List plugin by Kiwidude. It has a lovely feature where you can create a list (for instance Sync Later) that will automatically, when the Kindle is detected as being attached, send all the books on it to the Kindle. You can then add books at any time to this list.
The other option is to shift click on the books one bye one; this will select multiple books. Then, once all books ARE selected, Right click and select Send to Device.
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