How does this help? It solves your problem of having "to switch back and forth between objects". It gives you "the possibility to look at multiple objects in the same time".
Sure, I too "don't want every object that I'm looking at to be in my project" - just the ones I need "to switch back and forth".
Regarding "just to look at a class methods", open the class is the designer (and possibly pin the tab). It, unlike Application Explorer, will allow you things like opening a method by double-clicking. You can also filter method names in the designer.
I'm sorry that you dislike the way how Visual Studio works, but there is little you can do besides of getting used to it. Fortunately there are many great features that you'll love, you'll just have to do certain things differently than in MorphX.