Ok, I see. That's nice to know!
While the history, the query window or a connection offcourse does not relate to a specific DB – it could maybe be nice to have a backlog per DB. But that would maybe break with fundamental rules of the SQLyog GUI ?
I do suspect that it's more useful to see the latest actions on a specific DB rather than the latest actions on that server or the latest actions performed by SQLyog.
I suppose details are not planned yet…
Now you have my comments.