Another small one:

1. make eg. SELECT * FROM some_table LIMIT 10;

2. now select another database (eg. mysql) from the left

3. result grid id still visible; noch try to change from "(Read only)" to edit mode (select table name from select box). Following error message will appear:

Error No. 1146
Table mysql.some_table doesn't exist

History says that SQLyog has switched to mysql database and then tries to show full fields from some_table which only exist in the first database.
SQLyog probably should select initial database when user switches to edit mode.

This is a known and a design issue. You will need to be in the same database context as the table is.