That seems like an easy thing to make into an extension. I would recommend looping through all objects and checking validate, to ensure that the pre-processing rules are run. If one or more objects returns FALSE, return that and exit.
Then manually build an insert query. DMZ uses the CodeIgniter ActiveRecord methods, so you might be able to use those to build the query.
One thing that would be a real problem (and why I wouldn't include this as a core function) is that there is no way to retrieve the IDs of the newly inserted rows. This makes it difficult to support, since you cannot modify or reference new items.
