This would be a very useful option for editing the world, I'm surprised it doesn't already exist (or maybe I'm just missing it?)
Anyway I would really like to see this happen.

If I need to clarify, I'm talking about an option that can group several objects together and when selecting any one of them, all should be selected and transformations should be applied to all of them as if they were just one object. This can be seen in other game engines.

I think this would be very, very useful