When you place an image at the insertion point, it creates an inline graphic, but as you have discovered, that does not work when you place multiple images at one time. You'll have to place each file individually, or you can place the multiple images off on the pasteboard, and then Shift+drag the blue anchor box for each image to anchor and move into position at the same time.
One last thought, if several images need to move along togegther, you could group several images (Object > Group) after you place them—which allows you to anchor the group—but otherwise, I'm not aware of any way to accomplish what you are hoping for.
You can put this on the InDesign wishlist, with the hope that it is included in a future version.
"if several images need to move along togegther, you could group several images (Object > Group)" This will work! thank you!
Oh good. Glad I could help.