Well, ok... if it was a PC Module, you can expand the Pro Channel and at the top of the channel (where no FX are) ctrl+right click (keep holding ctrl) and select INSERT MODULE and pick your module. It will insert on all tracks selected.
Now, if it is not a PC Module, I don't know how to do it.
And I agree, it's a pain to drag them to all the tracks in part because every time you drag it to a new track it opens the effect dialog window.