Selecting a command in 'Recall previous SQL statement in the Editor' (F8) switches the connection of Editor. Is this by design?
This is by design. SQL Recall is not database specific.
It will keep the history of what database you last executed a query on, but that query can be run on any database depending on what connection you are currently on.
If you want to run it on another connection, you have to change the editor session to the other database.