Proxy hierarchy in Outliner

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?