This is actually not just for Keywords Explorer, but also for the Organic Keywords in Site Explorer/Dashboard:

It would be great to be able to add keywords that you find straight to Rank Tracker for a certain website. Now we can export them and then upload them to Rank Tracker, but that's a bit more work than just selecting and adding them.

Same goes for the Organic Keywords, it would be great to select and add to Rank Tracker.