Yeah, this is a useful feature I've thought about before. Consider the privacy implications of this -- being able to send X amount to two different addresses owned by the same recipient. And having the client automatically select coins that aren't already linked to each other. If I'm not mistaken, wouldn't that destroy a lot of the assumptions of those who attempt to track transactions?
I have thought of this a while back - the reason you'd want to do this is to avoid your own coins being linked when your client joins them to make a big enough coin to send.
If you could enter 3 or 4 or 5 or any other number of recipient addresses for the same recipient, the client could take a "use once" approach to sending transactions and consume several of them in a single transaction in order to maximize anonymity.
If sending money to someone meant your client had to join several tx outputs, having several destination addresses could mean that those tx outputs are each sent to a single recipient address, a single address and a change address, or perhaps even two recipient addresses (pretending some is change) and never combined. The rest of the world would see those individual transactions but not be able to see any relationship between them, leaving them basically indistinguishable from all of the other transaction noise happening on the network at the same time.