Most productivity methods will tell you to focus on one thing at a time and to avoid multitasking. But a little bit of nuance is needed.
There is no doubt multitasking is a productivity killer. Research shows we are slower when we have to switch tasks than when we repeat the same task.
Similar to the way you need both exploration and exploitation in order to foster innovation, you need both open loops and closed loops to produce great work.
In the exploitation phase, you will choose a few select ones of these paths to execute on. First, you create open loops to cultivate your creativity; then, you close those loops to increase your productivity.