You need to at first join them all together by pressing Ctrl+J, it will turn them into ONE single object, then you’ll be able to apply a subdivision modifier as well. After subdivision is applied (as modifier), you may select that one single mesh, switch to an Edit Mode, select all faces, hit P and choose “Loose By Parts”, it will disconnect them all again and turn into separate objects as they just were before.
The second thing you can also do is to copy modifiers data from one object to another. To do this, you need to add a subdivision modifer to one of your objects (but do not apply it yet), then select your object(s) separately, one-by-one, and in the end, select that one object to which you’ve applied modifier in the beginning, then press Ctrl+L and choose Apply Modifiers.
I am not sure if this is acceptable, but using the ‘convert to mesh’ option following the selection of all required meshes, should apply all modifiers.