I wouldn't call that a problem per-se. It draws a cursor where there it text to draw one. This makes sense to me as I can edit a column of values and not pick up already empty columns.
To do what you want I'd just multi-cursor the start of all the lines and hit end. Usually ctrl+arrow over word boundaries gets anywhere I need after that.
Anything fancier still I've just written a regex instead.
Could certainly be a preference option to enable blank lines on multiple cursors. it would have to fill the white space.
I've tried it and there is still a problem: the cursors draw from wherever the previous cursor was. This makes it impossible to draw a line of cursors vertically through your text without first placing a single cursor at either the top of the bottom of where you want to draw the line. So instead of click-drag (with a modifier key) you have to click-click-drag (with a modifier key).
I've also tried to put cursors along a ragged right edge and that doesn't work as it tries to create a rectangular selection. It looks like its worked but as soon as you hit a cursor key the cursors try to line up and you end up with cursors at odd positions. Very odd.
I also found the 'extra' cursors too faint previously. Hopefully that's been improved too.
I'll give it a go as there's so much to like about it.