I am afraid there is no way to select multiple items with a single opening of the dropdown. An alternative way to select many items, which may be more useful in your scenario would be to use the keyboard - type some characters, the dropdown will open automatically with fewer items, and selection (via the mouse or the arrow keys) will be easier.
You could also try opening the MultiSelect via its API, if applicable.
Yet another option is to consider using the TreeView, ListView or Grid, which can display items without hiding them.
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