Switching cost in project management
There is one particular aspect in project managent that is very often under-considered. We call it 'project switching cost'.
No rocket science here, switching cost just means, the effort to move from one project to another. The time it takes you to jump from one context to another. For people sitting behind a desk all day it often means closing and opening a different document. However it often requires that you gather ideas, remember where you at, what the next step is, and who to talk to.
Depending on task complexity, priority, fatigue, time left in your day and so on, your brain will react differently. It's OK but after juggling with dozens of projects at once, it feels like comfort means being able to tackle tasks one a time. After years, you realize that immersion or brain focus and dedication is the best way to get things done, versus saying 'Yes' to all incoming requests.
Another benefit of single tasking is the joy to say I completed such and such. Been there done that, now off to your next miracle. With multi-tasking, you look busy all the time but never get the impression to complete anything. You just take on new task but never realize that it's done. It implies that you need to keep in mind the status of each request and of course keep in-memory the fact that you need to work on this, which is against productivity.
So yes, there is always more you can do, but at the end what matters is how productive and how fast you can deliver.