Congratulations, I see that you have perfectly understood how the coollection files work.
But using multiple coollection files is an advanced concept that we've kept hidden, intentionally, to not confuse the beginners.
Also, you must realize that a great majority of the users will never use multiple files. For them, it's better that the program opens up directly with the default coollection, instead of having to choose which coollection to use.
For all those reasons, I'm really not sure I want to change the current behaviour...
But here is a suggestion I hope you will like: you could create shortcuts on your desktop (right-clicking the coollection file -> send to desktop). Or, if you don't want to clutter your desktop, maybe you could place the shortcuts in your start menu.
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