I linked some objects into a new blender scene. One of this objects is its parent (see Proxy_01.png).
When I select the parent and its childs an press Ctrl-Alt-P to make a Proxy I get what you can see in Proxy_02.png.
The Parent-Object still acts as a parent but in the Outliner the parent-relation seems to be lost.
Question: How can I make a proxy of all objects in one step with keeping the hierarchy in the Outliner like it was in Proxy_01.png?