This would definitely be a good feature when right-clicking on a variable block to edit it. However, if the “all sprites” variable is already being used in other sprites, maybe a pop-up should appear, e.g. “This action will delete XX uses of this variable in other sprites. Continue?”
Another feature may be an ability to transfer variables back to “all sprites” from the same menu. Great suggestion!
P.S: Did you know that you can access variables from other sprites using:
[variable v] of (SpriteName v)
The left drop-down will let you choose from all the sprite's “sprite-only” variables in addition to the standard options. You can also select the Stage in order to use “all-sprites” variables.