I am facing the same problem. I always do more than one bulk actions on the same set of agenda entries, so having to re-mark them manually has been a pain. The org-agenda-bulk-mark-regexp command sort of helped, but I still prefer the Dired behavior of retaining the mark after action is performed, (typing one 'U' is much less keystroke than any manual re-marking).
Anyway, I put the following piece of code in .emacs to give me the Dired like behavior. It seems to work for me. Since I'm new to Emacs Lisp and this is the 2nd day I'm hacking Org-mode code, could anyone help spot anything I did stupid here that may shoot me in the foot? Much appreciated.