It seems that current behavior is that, by default, when exporting multiple databases at once the CREATE DATABASE statement is omitted. I suppose it's possible that someone would want to export multiple tables for import in to only one database, but that's certainly not what I would think is normally expected behavior.
I'd like to discuss how we can make this better. I propose that we make the default $cfg['Export']['sql_create_database'] = true; (it's currently false) in all cases, but I don't recall from the initial commit 77e67c3f whether there was a reason this was false by default.
Any comments on this idea?