How do you make it where you can select multiple things in the drop-down instead of having only 1 every single time?
I'm afraid you don't.
Because Audition uses an ASIO-based engine, and the ASIO spec says that you can only use one output device on your system*. And that applies even if you aren't using ASIO, because the engine is still using it internally. Also, Windows isn't exactly a fan of it either. A lot of this has to do with clocking - if you try to use multiple unsynced devices at any stage - like, for instance, two USB mics - you have to go through a resampling exercise on one of them using something like ASIO4ALL to make them appear to be in sync.
It's been like this for ever, and won't change.
*The ASIO spec does let you use more than one software app as a playback source into your single device, though.
But it could be done somehow..?
I know people stopped caring to make for it because it works now and people have made Billions of dollars from it not advancing, but is this an actual limit flaw where we can't have 2 outputs at the same time just as we can't use either our human left eye or right eye to look directly behind us and the other to look directly in front of us?
or is it where people have become lazy to establish a better ASIO standing to have more than 1, with better hardware that would significantly drive up the cost of creating such devices that 99.99% of the world would not care about, they lose money, and basically keeping it undeveloped forever?
With AR/VR becoming a norm, it could matter to have the ability to have More than 1 playbacks source natively in-sync in real-time Especially when developing for the platforms.
The answer's still no, and that's because it has everything to do with latency as well. The whole raison d'etre for ASIO is to have the lowest values of it. If you let it address multiple devices you lose that completely, because of the way computers are clocked.
but why not have more clocks running in parallel?
I could explain why not - but I'm afraid that I'm not going to. It has no relevance to this forum at all.