[Ben]

<<open a collection or setlist on the library screen to view its songs, then long press and start selecting all of the songs you want in the new collection/setlist. Once you've selected them all, you can use "Create Setlist from Songs" option in the overflow menu>>

I miss this option in the Songs tab; also adding more than one song to an existing Setlist would be nice (from the Songs tab).
Both can be achieved in all tabs except for the Songs tab.