That's the point You can't use an array of *jQuery* objects. You shouldn't have to pull out apply just to do an append.
The claim that you can use append on "arrays of DOM elements" is simply incorrect. You can append a singular jQuery-wrapped collection of entities as a single jQuery object, yes, but that is not the same thing as an array. Given that $('body').append(['<div/>','<div/>','<div/>']), $('body').append([$('<div/>'),$('<div/>'),$('<div/>')]), and $('body').append([$('a'),$('b'),$('center')]) all fail with "Error: NOT_FOUND_ERR: DOM Exception 8", this claim is more than a bit overbroad.
The alternative isn't a true alternative, either; " pass it to .append as an html string" - I can't attach data(), event handlers, etc. to an html string; I likely wouldn't bother creating an array of jQuery objects if I could just keep the html string all together and just create a single jQuery object.
A quick check of Google leads me to think I'm not alone in this; Googling 'jQuery "append.apply"' gives around 3300 hits, and at least the first few pages' worth *all* are people looking to use append on an array of jQuery objects. The fix is so simple and short, there's demonstrated demand, and it would bring jQuery into agreement with that "arrays of DOM elements" claim of the docs...