You COULD start afni with the datasets you want specified directly on the command line, as in

afni 'run1+orig run2+orig run3+orig' synth+orig bucket+orig

Note the first one is in quotes -- AFNI does the auto-catenation when the dataset filename contains blanks. This is a general feature of the AFNI dataset reader. 3dDeconvolve (as a special feature for that program only) builds an auto-catenation list from a sequence of filenames after the '-input' option. (I programmed that first, and later retrofitted the generic form into the dataset reader function.)

When the afni GUI program starts, it tries to read each (non-option) argument as a directory; if that fails, it tries to read it as a standalone dataset -- such datasets are put in a 'Session' named 'fromCLI' in the 'Switch Session' chooser.

A feature that does NOT exist at the moment would be a way to set the display index range from the Dataset#N graph overlay separately from the display index range ('Grid->Index Pin') in the graph window.