Open Advanced - Settings/Configuration - File Handling - Miscellaneous, uncheck the setting Close all files when opening or switching projects and close configuration with OK.

Then you can create a new project/workspace without automatic close of all opened files and click on button + All open files to add them all to the project/workspace.

Note: The configuration setting can be also kept checked because files are not closed before the new project is created without or with adding all opened files. And even after creating the new project without or with adding files and the configuration setting is set, the user is prompted if all opened files should be closed before opening just created new project.