You cannot use the modifier panel to apply a modifier to multiple objects, it only applies it to the one selected *last*. However, you can use <kbd>Ctrl</kbd> + <kbd>L</kbd> to *copy* the modifier on one mesh to all the other selected ones. You select the object(s) to apply the modifier to then the one that has the modifier.

![enter image description here][1]


  [1]: https://i.sstatic.net/mXMww.png