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Seems like standard Mac behavior, slightly enhanced (the other apps I tried all require that you drag one of the selected objects, but drew handles on each individual object instead of one set for the group). One drawback to your suggestion is that if you select everything, and your shapes cover enough of the canvas, there's no quick place to click to deselect.

In any case, to make an official suggestion or bug report or request for help, use Help->Send Feedback in the program, or email omnigraffle@omnigroup.com. The Omni folk are pretty good about reading the forum, but email through those channels is guaranteed a response, not so for forum posts.