Preview used to open multiple PDFs in one window - by selecting multiple files in finder, you could right-click and open all of them together. This was particularly useful to 1) get a total page count of all documents combined and 2) Be able to search within all of the PDFs simultaneously.
Preferences -> Images has "open all in one window", but it seems to be nonfunctional - when I open multiple PDFs from finder, it opens in multiple windows even with this selected.
Oddly (to me anyway), I have also noted that in macOS 10.13.1 (High Sierra) it seems possible to change Preview behaviour by visiting System Preferences -> Dock -> Prefer tabs when opening documents manually (dock has little to do with finder or preview IMO). When this is changed to "always," you can open multiple documents in a tabbed format, but not in one window with each file on the lefthand side pane as before - this doesn't assist searching or getting a total page count.
The only workaround I have found so far is to drag and drop all files to one pre-existing preview window. You have to be exceptionally careful as dragging the document to the wrong area will add the PDF pages to the existing PDF, and even if you close preview, the changes persist.