In Excel or Word, if you double click the Format Painter button, it will stay until you click it again or until you press the Esc key. This allows applying Format Painter to several areas consecutive...
Daniil ,
What do you mean "double click"? Based on my test, when you click Format Painter in Excel and Power BI, they behave same. The different thing is that in Excel , you are able to select multiple cells at once and apply formatting, but in Power BI Desktop, you are able to select a visual at once.
If you want to apply formatting to several visuals at once, you can create report theme as described in this article: https://docs.microsoft.com/en-us/power-bi/desktop-report-themes.
Regards,
Lydia