Yes, you are right. This is predefined behavior. Log Analyzer can work only with selected file, you can use time filter to analyze part of the log.
To analyze several log files you should merge files into one. To merge text or html logs you can use standard command copy, like "copy 200206*.htm June.htm". To merge DBF logs you need some DBMS.
Its possible and will be implemented some day. On the other hand you can change logging settings to write information into single log file. In this case you will not need to analyze many different log files.
