Everybody has a different workflow, and what works for one may not be best for another. I think it depends on how you do your file organization. When I work, I place all my original video footage in one subfolder of my project. When it is time to import I just highlight one clip in the folder, hit CTRL+A, and that brings all the clips in at one time.
However my projects are very basic, so those that have different scenes, or shoot multi-cam, my way probably will not fit their workflow.
Dave