MarkdownHeadings is a VSCode extension helping with Markdown headings through functions and keybindings. It adds the possibility to promote, demote, and add same level or sublevel headings.
When I add cursors to multiple lines by Alt+Clicking them, then use the Promote heading command, I would expect each line with a cursor on it to have a # inserted at the start. This would allow me to quickly promote multiple lines. Instead, only one line is promoted, which is the line that had my original cursor.