i would need shortcuts to dedicated connections in the toolbar. Basically the session manager is a good tool but when you are maximizing the RDP window usually you hide the session manager as well.
Once this is hidden you have only two ways to reach another connection. Either by using the keyboard shortcut or by using the mouse and let the session manager display once the mouse comes close to the left screen side.
The frist way always resize the RDP window which is pretty annoying. If you use the auto hide function this function is annoying too since every time you come to close to the left screen side it is being displayed.
Thats why shortcuts in the toolbar are a possible solution for this problem.