I have an idea. The below is long but worth it - I think 
Yes, there are 2 different methods - each with different benefits/results...
1. Events using the dimmer like a direct remote: a bit more "direct" / immediate but less accurate... shade level sync is based on length of button hold, and the speed of the HS & Zwave system to ensure the shades are the same level. Just like if using the Bali remote. But the shades rarely are in sync due to not setting a actual dim level, and zwave direct (what the remote uses) is all based on timing.
2. Events setting a dim level, like it is ad-hoc 'scene' : All the shades controlled will be the exact same level when set using that dimmer and/or an associated virtual device (like I use)... dimmer sets the vDevice. Event sets all shades based on that vDevice.
If you have LED dim level indicators on your dimmer, this works better for sure. I do.
It occurs to me we could do a combo of both styles as you suggest BUT maybe even cooler
...
Use your current method as the control mechanism (dimmer as remote)
+ for set of shades you control with a given dimmer, create an Event that monitor shade levels
... trigger is the button release (when you stop pressing)
... waiting period for the values to settle into the shade's controller ... set to the longest you'd likely hold the button.
... with an Easy Trigger formulas or a script, compare all the levels from each shade.
... set all shades to the largest or smallest numeric level (or whatever you want, round to the nearest 2, 5, 10, etc)
I have 17 shades, rooms have 2, 3, or 4 shade in them. They are never 100% in sync using the remote. Does not bother me much as they are close, but I may play with this idea anyway
Seeing 2, 3, 4 shades on the same wall, right next to each other is more pleasing they are the same exact level

Yes, there are 2 different methods - each with different benefits/results...
1. Events using the dimmer like a direct remote: a bit more "direct" / immediate but less accurate... shade level sync is based on length of button hold, and the speed of the HS & Zwave system to ensure the shades are the same level. Just like if using the Bali remote. But the shades rarely are in sync due to not setting a actual dim level, and zwave direct (what the remote uses) is all based on timing.
2. Events setting a dim level, like it is ad-hoc 'scene' : All the shades controlled will be the exact same level when set using that dimmer and/or an associated virtual device (like I use)... dimmer sets the vDevice. Event sets all shades based on that vDevice.
If you have LED dim level indicators on your dimmer, this works better for sure. I do.
It occurs to me we could do a combo of both styles as you suggest BUT maybe even cooler

Use your current method as the control mechanism (dimmer as remote)
+ for set of shades you control with a given dimmer, create an Event that monitor shade levels
... trigger is the button release (when you stop pressing)
... waiting period for the values to settle into the shade's controller ... set to the longest you'd likely hold the button.
... with an Easy Trigger formulas or a script, compare all the levels from each shade.
... set all shades to the largest or smallest numeric level (or whatever you want, round to the nearest 2, 5, 10, etc)
I have 17 shades, rooms have 2, 3, or 4 shade in them. They are never 100% in sync using the remote. Does not bother me much as they are close, but I may play with this idea anyway

Seeing 2, 3, 4 shades on the same wall, right next to each other is more pleasing they are the same exact level

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