You know, I would've sworn that you used to be able to, too, but I just checked in versions 11-14, and I can't. Maybe this went away longer ago than I thought, or maybe I'm remembering wrong?
However, adding a new menu set, I can pretty easily select existing menus from the default set, so still not terrible.
is there not a Custom menu set 1 which is a duplicate of the default menu? There used to be. Nor at a computer at the moment.
And this menu set CAN be duplicated.