A basic missing behavior applied to an Effect. Set Fade Times to 0 if no effect is needed on either end.

Set your Fade In Time/Fade Out Time then copy the clip. Select all the other clips you want to apply the effect to and Command-Shift-V (Paste Attributes) to apply your settings to all selected clips.

If you use different times than the defaults, you can always Save Effects Preset to save your customized version.