as a quick work around, when updating from schematic to PCB remove the checkmarks were it says remove net class... this way you can keep working..
not a solution to your porblem..
also thinking a bout it, if there is some room, you can add a blanket over the netlabels you wnat to include and then add one directive to it...
but if you have a GND or power connection withtin the blanket it will add those too.. so keep that in mind..