This is something my colleagues complain often about when they are doing their email clean-up (linking emails to deals) : we can't select several emails and, all at once, link it to one deal. 

Since we are working on collaborative projects, there are several actors involved in the early stages and so there are a lot of emails that Pipedrive doesn't recognize as being part of a same deal right away.  

Therefore it takes much longer to keep our mailbox tidy and some of them just... do not bother with it.