Let me try to help a bit on this, and assuming you have the packet view panel enabled:
If you finish snooping and then click on a found url, it will only show the packet that contained the URL.
If you want to see every packet as it is being sniffed, you can click the "Pause" button and then parse 1 packet at a time. In this case you will see EVERY packet as it arrives.
I think what you are asking for is the ability to click on a found URL and then investigate the packets before and after it -- not live but after the fact. This could indeed be a useful feature, but is not completely trivial to add. I will consider it though.
Until then, as Renegade says -- if you really want to do detailed packet analysis, the answer is a program dedicated to such things, like Wire Shark.