Inspired by this post…
To open the window, look under the Tools menu. Dock the Asset Selection History above Project Window / wherever.
Tested in 2019.4.8f1 and 2020.2.0a19.
The checkmark clears the History and adds whatever’s currently selected.
Edit: 2020-08-20, unitypackage attached to this post updated to latest version.
Edit: same day, again, to 1.0.2… see later in the thread or changelog in source.
6224589–685254–AssetSelectionHistory v1.0.2.unitypackage (18.8 KB)