To support all external programs, as I see it MusicBee should support the following:
All selected files sent as one command:
Program.exe "Track 1.mp3" "Track 2.mp3" "Track 3.mp3" etc.
All selected files sent as sequential commands:
Program.exe "Track 1.mp3"
Program.exe "Track 2.mp3"
Program.exe "Track 3.mp3"
etc.
First selected file only (which I think would satisfy your request)
Program.exe "Track 1.mp3"
The first two could be configured with an extra check box on the Tools settings.
The third could be also be a checkbox (Send first file only) or a new parameter tag (e.g. <URL-first>). Either that or <URL>, being singular, could use the first file only, with a new tag (e.g. <URLs>) added to send all selected files.
The way it is configured now, I think it would be rare that someone would want to open a separate instance of an external program for each selected file.
Bee excellent to each other...