I checked the popular feature requests and I'm surprised no one has thought of this, I'm sure it would make the life of a million users a LOT easier, multiple layer selection!
Here's an example of what I'm trying to achieve :
Basically, being able to select from 2 layers at the same time, and move / rotate / shrink / crop / etc... both of them at the same time, while still keeping each content in its respective layer.