Do not confuse MEDIA FX with EVENT FX, please. They are two different things.
8 years later and several versions of Vegas, and there is no way to copy / paste fx media, or select multi-media and apply effects (or a chain of plug-ins via Filter Packages) to multiple media.
This lack seems really silly and intuitive; different cameras have different properties. When adding mixed media to a project, the editor usually needs to apply correction (saturation, color gradation, sharpness) to all media in a particular camera. Although this * can * be done at the event level, it's really a media-level fix.
Only using Vegasaur or Ultimate S4 is it possible to do this in Vegas, but with certain limitations. Because they are still unable to list or apply the FX filter packs that are created in Vegas. You need to create Fx filter packs in these applications, and then create presets to apply FX filter packs, in the form of Media FX, to various media.
I would love for Magix to add this ... or one of the third party developers ... ;-)