With the current version of Gpg4win when you select multiple files in different folders open the context menu and select e.g. Encrypt in the GpgEX menu a Kleopatra dialog appears where you can decide if the files should be encrypted seperately or not.
An enhancement would be that - if Kleopatra detects that the selected files are contained in different folders - it also offers an option to encrypt all files where they are.
The usability challenge here is what happens if the encryption does not work for some files in between:
Leave them unencrypted? How to report each problem for each file?
How to you restart it, if some are encrypted and some others are not
because of an earlier problem?
GnuPG and Kleopatra do not really offer batch processing.
[edited, as I did understand the request the wrong way first.]
The usability challenge does already exist today because Kleopatra allows to encrypt all files separately. Currently, all encrypted files are written to the same output folder. Which is highly problematic if some of the original files have identical names. Encrypting the individual files in-place would avoid the problem of name clashes.