You don't even need to "pick all" the objects.
By default and in regards to how events work, simply setting the action Object - set Instance variable "direction" value to 2 in an event "on key pressed" should do the work.
This won't impact "instances to be created" since the key press is a triggered event and only applies to existing instances.
If this does not help, do post your capx as specificities of the project might get in the way somehow.