Having configured one car and clicked on the apply to all cars icon and closed the configuration box it is not necessary to click on the other cars as the changes are applied as soon as you click the apply to other cars icon on the first car. You can confirm this by loading the first car with a visible load, clicking applying to all cars and you will see all the cars load. However, like a number of other changes you make in the configuration box they do not show up in the configuration box until you open, close and reopen the configuration box. Naming signals is another example.
As Ilebrez says the cars do have to be the same.