I have never seen this, and since at least EG 2.0 I have been able to enqueue multiple processes to run asynchronously and return to my program editor without a problem.
I did the same in EG 4.1 the other day, so my suspicion now turns towards some issue with your installation.
This will probably be too specific for this list, unless it emerges you have changed some default setting in your configuration. I suggest you contact Tech Support who will be able to examine the specifics of your problem and match that against their extensive knowledge base.
My experience has been that EG does not fully support multi-tasking well. I have demonstrated this to SAS and keep pushing for improvements in that arena.
Do you have PC SAS on your workstation, and are you running your EG SAS jobs on the "Local" server?
If so, this will work differently than for someone who uses EG as a front-end for a separate SAS server -- not their local box.
If you submit a Query/Filter with EG that takes a number of minutes to run, and then attempt to do another Query/Filter on a different dataset, it will appear to hang because you have only the one SAS session available, and it is already busy doing something. At least, that is my interpretation/understanding of what happens.
Additionally, if your SAS is local, and it is tuned for performance, it can bog down your workstation as SAS will use all the resources it can get.
If on the other hand, you have an environment with multiple SAS servers, each one has a different session running on it, and local editing wouldn't be bothered by the SAS job running on a remote server.
My expectation "ab initio" has been that E.G. is not truly multi tasking. That is, it will not initiate multiple synchronous tasks on the server. Indeed, I can think of circumstances where this would be less than ideal, such as when the output of one process defined the input of another. It is reasonable to expect that in this case, you could enqueue multiple tasks, but they would still execute serially.
The huge benefit of E.G. over Foundation SAS is that you are given back your project to work on while your asynchronous task(s) are still incomplete. So, at 4pm, when you have a large analysis to do, with three different ways to do it, you can enqueue the three different ways and return in the morning to find the 3 sets of results and choose the correct set of results.
I run jobs locally, and on one or more servers depending on where I am. Because I can change servers, I can actually initiate three concurrent processes if I send them to different servers, but I think we are pushing the limits a little there, especially since a number of clients are exchanging local installations of Foundation SAS for an Enterprise installation of SAS to be shared from a big server.
Needless to say, running three different processes is only something I do rarely.