It seems like a useful idea and probably only take a few minutes to implement!
In the meantime, how about - use Ctrl A to select them all, then use ctrl click to deselect the ones you want to keep, then click close.
Alternatively, the command fileman-list-buffers will show a list of open buffers in a file manager window. You can then select a few, write them to a file (Files -> write list), then close all files except the fileman window, de-list all in the fileman window, then read the list you just wrote, select them all, then run "repeat command" "edit %f" on the selection. It seems to work !!
Slickedit also has commands save-named-state/ load-named-state, save-named-layout, load-named-layout and save-named-files/ load-named-files that might be useful.
In the find/ replace dialog you can right click and select a saved search expression that allows you to remember a group of files to search in.