They should all move if you use the key commands rather than dragging - generally, dragging will only apply to one item but key commands can apply to multiple. I’ll double-check this when I’m next in front of Dorico though.
Alt/Opt-arrows for smaller moves, Ctrl/Cmd-Alt/Opt-arrows for larger moves.
Edit: I’ve just seen your comment on a very similarly-titled thread. Try not to post the same question multiple times, as it can split responses and makes it harder for others to track!