Is there a way to open all existing saved connections in Service Bus Explorer. I have saved connections but can't see an option to launch all Azure Service Bus Namespaces
No, there's no such option. Opening all saved connections is a bit of an edge case because often the number of connections could be significant and not needed all at the same time.
You can raise an issue to ask for the feature and discuss validity of the use case. If the feature is important to you and you would like to contribute, send a PR to accomplish this functionality.