I believe this is a better explanation:
From start page, you can right click on favorites.
If you are on a non-startpage, you can click on the address bar to also show the favorites, as a dropdown on the address bar. (shown at t=0:02)
But, right clicking is not possible. (safari also doesn't support right clicking here)
But, safari does support cmd-click to open all bookmarks in the folder.
Orion just displays the contents of the folder. (shown at t=0:03)
See video:
The actual feature request, from my understanding, is to make cmd-click on a folder open all bookmarks in the folder in new tabs.