Not that I know of but this is a great feature request.
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EXtractoR was set up this way to give maximum flexibility, but yes it's at the expense of ease-of-use. I have considered adding a checkbox to auto-select the G and B channels when you have set the R.
But actually, I don't get many requests for that anymore because most people use the "ProEXR Comp Creator" function built into the "ProEXR AE" plug-in. You can download it for free here. That feature will set up comps for each layer, set up EXtractoR for you and more. It's even easier than linking the EXtractoR menus together in the dialog (not to say you couldn't have both).
While you're at it, I would also suggest replacing the ProEXR plug-ins that ship with AE (OpenEXR, EXtractoR, IDentifier) with the latest versions, because they should give you a big speed boost with all the channels you have. CS6 ships with version 1.5, but the latest version is 1.7.
Thanks for the information, Brendan.