Oke I understand and tested it just now.
The function ‘‘collect’’ inside the forge does collect all of your items at once.
The function ‘‘collect’’ inside the training camps does NOT collect all of your heroes at once. It is true that you still have to press ‘‘ok’’ after every hero appearance. Annoying.
I would suggest you to add the idea into this topic Shortlist of Frequent Requests (Ruled Out & Considering - Please Read Before Posting!) - #698 by Anna7.