You can load parts into the Part comparison from all context menus (tabbed page Part selection [Structure tree, Symbols, Details], Part view [Table, Links], Search results).
You can load parts into the Part comparison via Drag & Drop (tabbed page Part selection [Symbols, Details], Part view [Table, Links], Search results).
Drag & Drop from Explorer window
As an alternative to loading via button Open 3D file... , you can draw desired files directly from an Explorer window into the Part comparison.