Hmm . . . I see what you're saying, though, I think it's related to a new feature they've added.
In Melodyne there is Clip mode and Track mode.
So, when I'm in Clip mode, unchecking "Follow Clip Selection in DAW" causes any new Melodyne Region FX windows to keep displaying the original selection instead of the new selection, as you've stated.
Why not keep "Follow Clip Selection in DAW" checked on ? Then it works as expected.
I'm not yet clear on the use for adding this new option in the latest Melodyne update either, but I like it always turned on until I see a reason to turn it off ? (Perhaps it's intended for use in a DAW without ARA integration)
As for viewing multiple Melodyne clips at once, if I switch to Track mode in Melodyne, I can see all the clips at once.
Also, using Melodyne Clip mode, holding down the Ctrl key while opening new Melodyne Region FX enables you to have multiple Melodyne clips open in the multidock.