So the easy solution would be to write a script that creates keyframes for every selected object.
While the Rigid Body Tools will copy attributes from the active object to all selected, it doesn't copy keyframes. Copying keyframes could be something to add to the Rigid Body Tools. I would think that the animated checkbox is probably the only Rigid Body option that would normally be keyframed.
Within the 3DView, Insert Keyframes will keyframe the same properties for every selected object. Creating a keyingset with an interface property doesn't allow the property to be keyframed for all selected objects. Sounds like a deficiency in the create interface value keyframe operator.
EDIT: There are some options that can help under some circumstances -
CtrlL -> Animation data - can create keyframes for every object to match keyframes for the active object. This creates keyframes for the same properties in each object - it doesn't make the properties the same as the active object.
For rigid body options you can set and keyframe the active object, use rigid body tools to copy settings from active, re-do calculate mass, then CtrlL -> Animation data to create keyframes for each object.
This doesn't apply to non-rigid body values. The following script can easily be modified to set and keyframe a specific value on every selected object, adjusting to work on multiple values is also easy. I used rigid_body.kinematic as an example as I see this as the most likely value to be used in this scenario.
set_kinematic = bpy.context.active_object.rigid_body.kinematic
for object in bpy.context.selected_objects:
object.rigid_body.kinematic = set_kinematic