The Command Bar is designed to quickly do things in-flow. It overlays on top of your current app, lets you perform a task and return to what you were doing before. You can chain operations together, but multi-tasking is a bit tricky since you only have one Command Bar window at a time.
Now, when you type Command + Enter (or Ctrl + Enter if you're on Windows) to run a command, the Command Bar will open that command in a brand new Command Bar window. It'll function just like any other window on your OS so you can easily tab over to it. The default Command Bar will overlay on top of these new windows too, letting you use it to help with the data entry.