Thanks for the feedback. But what if you want to keep your selection after copying? With your suggestion, the selection will be lost. "Copy Selection to Set" doesn't imply that the selection will be lost. It only means that the selected icons would be copied.
Regarding your second request, there already exists such an option in the menu on top-right of each set. It's called "Select All/None". This option lets you select all or deselect all the icons. You may need to use it once or twice, depending on your current selection.