I often switch between various RDMBS and servers in one HeidiSQL session, and I find it frustrating that, whenever I change the database in the database/connection panel, the connection/database focus of the current tab changes as well.
I would rather be able to assign a tab (maybe there could be an option that lets you choose the default behavior) to a database connection, than have the current tab "loose" its focus.
Also, it would be nice if the color selected for a database/server could be mirrored to the tab header (or - "dimmed" - to the tab itself).