This question has been answered by jbohanpitt. See the first response.
I just confirmed this with the team responsible for Cloud. It is intended and a limitation they've put into place.
I am (almost) rendered speechless. Well, actually, it's more that I can't think of anything to say that wouldn't be rude and quite possibly unladylike as well.
This might possibly be acceptable if there were a Manager feature for uploading multiple files, or at least for uploading zip files and unzipping them in place. Consider the files required for many of the fancier new free templates. One I've been looking at lately has 54 images in four folders, 10 CSS files and more JS files and folders than I can be bothered to count. Would anybody care to upload these one-at-a-time in the MODx file manager?