I would consider this a bug not a feature request, unless I'm missing some sort of workflow I just don't use.
I use the Alt+Shift+(T,S,R,P) shortcuts extensively, fast and furious when animating a layer. However, sometimes, a layer will become unselected while working and when I apply the shortcut it will add a keyframe for every layer in the composition (which as we all know can be a hundred+). This causes me to have to Undo the mess and close all the layers which will then close all the layers I was working with effectively reseting my workflow.
Why is that the default behavior? If I wanted to do that I would select every layer and then apply the shortcut.
I would propose that if no layer is selected, the add property keyframe function should just do nothing. Having that function add a keyframe to every layer when no layer is selected is just unintuitive.