'Working Set' (in DDE) not searchable

What is the purpose of the ‘Working Set’ in DDE?

I had a need to search for something in quite a few databases. In the past I had been opening each database in DDE, then search ‘Workspace’.

Today I decided to use the option to create a ‘Working Set’ - and searched the ‘Working Set’ that I had created.

But what I found was, the databases in the ‘Working Set’ were not being searched, unless they were already open in DDE.

If I have to open them anyway, what’s the point of the Working Set?