Exporting objects in Blender format

How can I export one or more objects in a scene as a blender file? There’s no Selected only option in save as like in any other formats (FBX, OBJ etc).

Technically copy and paste creates a blend file I think. But will only allow you to paste in to another blend

Strange that you can’t do it like every other formats. I can’t beleive that after all that time nobody has requested that. Thanks LordOdin.