It is not possible with the Scope block. As you found out, you can only find the value on a vertical cursor of one signal at a time.
You can do it however with the Simulation Data Inspector (SDI). You will need to mark signals with 'Log Selected Signals', and then all those signals will appear in the SDI during and after simulation. You can also manage previously executed simulation runs this way (comparing signals from current versus previous simulation).
In the SDI, you need to enable the cursor (I marked the button in red). Signal labels will appear at the cursor for all signals on the graph.
It is kind of a different way of working compared to using Scope blocks however. (myself, I am sticking to Scope blocks still).