Currently not supported. Mainly because the copy & paste abstraction doesn’t fit particularly well for relations in general, however a duplication function could work conceptually.
Wait! I did it!
All I had to do was check all ( documentation Property editor - Vespucci says it is important to select all, not just most, to be able to download their full info) 100 items using the check mark at the top, then select “download” in that menu. Then back on the map zoom out to show the entire city, and now multiselect indeed selects all 100 members, which now can be used in ‘create relation’! And I didn’t actually have to download the entire city.