When I
scp file1 file2 file3 host:
I only have to type my password once.
When I
scp host:file1 host:file2 host:file3 .
I have to type my password three times.  Couldn't scp recognize that the three
files are on the same host and download them all with a single connection?

I have experienced this problem often as well.

One way this could be solved would be a "source" and "destination"
option to be used as follows.

  scp --source='quinlan@host' file1 file2 file3 <local dir>

or to do the inverse:

  scp --destination='quinlan@host' here1 here2 here3 <remote dir>

or a combination of the two.

- Dan