Yup, some sort of checklist to multi-select branches would be a really helpful feature for comparing eg a feature branch and master, without the others getting in the way.
There must already be logic for selectively filtering multiple branches in the history view at least, as if you select a single branch (in ST for Mac) but with "show remotes" turned on, then even if the remote branch has diverged then both are still shown (and other remote branches are filtered away).
One half-way house that would also be useful would be to split the "Show Remote Branches" option in two: "Show All Remote Branches" and "Show Tracked Remote Branches". That would at least remove the clutter of branches that haven't been checked out in the local repository.
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