After making a rapid thread, it seems that this isn't a feature but no-one knows (or they forgot to say) why.
Can't it work with the tickbox interface that you see in private messages etc? At the very least it would be helpful if, after buying an item, it didn't return you to the main market page. This means I have to type 'orc ghost' in every single time I want to buy one.

I like this, there should be a box next to an item and you check the box on what you wanna buy all in one and it should tell you how much you spending total and how much you'll have left

It could be like a supermarket. Where you grab your stuff. and you see how much everything costs at the end then pay.

Hmmm, not terrible but not something I'd put priority on being added.

Since you're annoyed at having to repeatedly search how about a bit of a temp fix:

Got a middle mouse button or wheel? Poke the buy link with that. Hardly an elegant solution since you'll gain a tab for each press, but it'll stop the list from vanishing & allows for ghetto multibuying.