In version before flash CS5, we could copy multiple objects from multiple layer by just click and drag + ALT, that was really usefull and it becames vital for me.
Now in the CS5... the click and drag + ALT on multiple objects from multiple layer is copying all objects to only one layer !!!! -.- That sucks hard.
Thanks for reporting this issue. You can report issues at http://www.adobe.com/cfusion/mmform/index.cfm?name=wishform since the product teams get those reports directly, whereas this forum is for the flash community to help each other with questions.
Ok... but there is no Adobe Flash or Flash in the form.
Bugs should be filed under "Flash Authoring".
This one (it's unfortunate) has already been filed.