I use the built-in Command+D (or Control+D for the Winders) to handle this in a slightly more manual way. Sublime is less "scope-aware" to minimize bloat, I think -- not to discount your need for the feature.
When I work in XCode I constantly miss Command+D since I find it more flexible.
Though I will admit that Control+Command+E for Edit all in Scope in XCode is really really handy and I also use that in Sublime Text (which luckily doesn't do anything).
Ha, I'd actually forgotten about Command+D, so thanks for that. :)
Yep, Command+D works, but is obviously more tedious, and will occasionally highlight text I don't want (substrings in other words that are unrelated). It also doesn't respect scope, but I guess I can use it regardless.