I have an HTC Incredible running Miui with Go Launcher EX. Is it possible to move multiple icons at the same time?
Unfortunately you can not do so with GoLauncherEx. Your best bet would be to contact the dev team at their blog, or other forms of contact like Twitter, facebook, etc. and just ask them to include this feature. As of right now (Mid-2012) I don't believe there is a launcher on the Android that has this feature yet.
Feel free to contact the dev team. http://golauncher.goforandroid.com/
GoLauncher is really innovative and usually has features long before other launchers and updates frequently. They have a very active development, with the largest user base of all other launchers, so its not really out of the question for them to support this feature if asked.
I do believe it would be pretty handy at times. But who knows how much of a priority they would make this innovation, as their is only 8 home screens and once you pull an icon over to another screen it automatically takes you to the overview of all home screens, so its a pretty efficient and fast situation. But the "Go" devs love what they do, and love their user base so I don't see why they wouldn't work on it if you asked.
The only way to find out is to try and contact them! :)
Hope the best.