One thing you can do while you wait. (for Mac only)
Open Affinity Photo
Open Capture1 and select your 3+ files for merge
Switch to Affinity Photo:
Open the Stack, HDR, etc dialog
click the Add button
Drag the three + images from Capture 1 over to the Mac's file browser (what opened in 3.2)
That should switch you to the right dir and select all of the files. Now just accept and continue.
I agree that a native drag/drop would be better, and even better would be a plugin for C1 that leverages their new plugin architecture. I believe the Affinity Photo/Capture One is the one two punch to the Adobe empire, let's make it awesome!