Keep in mind there are two ways to approach adding content to collections: from a content item's menu or from the collection's menu.
I agree that highlighting each content item and selecting its "Add to Collection..." menu item is a cumbersome way to add several items to the same collection.
If you highlight the collection (don't open it), however, rather than one of the items, and jog the joystick to the right, the "Add/Remove Items" menu item allows you to run down the list and check/uncheck content that you want in that collection.
-^-rdj-^-
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