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Sometimes when selecting many files, you want to take a look at a single file (to determine if you want to include it in the selection or not) without opening all of the selected files and without losing the selection.
In this case right-clicking on a (selected or not) file will show an additional "This File" submenu with actions that can be taken on just that file (primarily open/preview actions. Actions which apply to the entire selection would be renamed as appropriate if the current file is "selected", and wouldn't be displayed if the current file isn't "selected").

To me this completely defeats the purpose of selecting files. If I want to work with a single file, I should just have that file selected. If I want to work with multiple files I select multiple files. The whole point of a selection is to determine which files I want to work with.

It wouldn't necessarily be used to work with a single file but keep multiple selected, it would be used to 'peek' at a single file to see if you want to include it in the selection.

Mainly it's an alternative idea to a couple other ideas that I've seen around like multiple sets of selections or pinned selections, which are attempting to address a deficiency in selecting many files on a per-file basis.