Finally I Override 1/2/3/4/5 standard editpoly hotkeys with new macros Now hit 1 or 2/3/4/5 ==> go in vertex/edge/..() mode re-hit 1 or 2/3/4/5 ==> go in object mode and you can select another object! I have added a line, with "Max modify mode", like this, if your are not in "modify panel" when you select an object and hit…
One way would be to make a macroscript with exit from subcomponent mode, and simulate click under the mouse cursor, assign that script to a hotkey. That way you would have to put your cursor on the other object you wanna select push the key and voil