How to provide value for ‘selected’ on wp_dropdown_categories() for ‘multiple’ options

As the core tickets (for example https://core.trac.wordpress.org/ticket/16734) say the point of the api is to provide a dropdown and not a multiselect. IIRC in the quick edit of posts no API is being used for the category and tags multiselct.

In other words, just ignore the API and write your own.