Actually there is an UNDOCUMENTED way to do what you want.
First, go to options and on the last tab, Scanner Options, check "Enabled Scanner Features"
Then you'll see a new scanner-helper toolbar on the bottom of the Screenshot Captor window.
Now if you select a bunch of images in the left hand thumbnail panel (by control clicking one after the other, or click and then shift+click for end image, or Ctrl+A for all),
and then hit the PDF button on the scanner tools toolbar, it will create a pdf with multiple pages, one for each image.
I will add this feature in the File menu in the future so you dont have to use the scanner toolbar.