I often want to select a number of objects at the same time, for example by selecting two or three shapes and selecting a new line thickness in the properties dialog. When I apply the changes, I expect all the selected shapes to be updated, but Dia doesn't allow that. Instead, I have to select and update each shape individually. 

With this one improvement, major productivity gains would be achieved. 

[I use the Win32 port of Dia 0.96.1].