When selecting values in a Multiple Option field, you must click the “select an option” button in between each value you select. This is true on both grid view and form view. I have Multiple Options fields that have over fifty options (in once case, all the towns in a county). Selecting more than a couple/few of those gets pretty tedious.
Since a Multiple Option field is expected to have multiple values, could the pop-up selection box be made to remain active until all of the desired values are selected? You’re already doing this very well with your “Hide Columns” box: