Altium: Change Net Label Size and Font at once!
You can absolutely do this. Here's the process:


Select all of the net labels you want to change
Go to the bottom right of your screen and click the "SCH" tab
Open SCH Inspector
At the bottom of the window that appears, it will say how many objects are selected. Make sure this is correct. Within the SCH Inspector, you can change any attribute you want, and all selected objects will be changed to the new property.


If you want to change ALL of your net label properties, you can right-click on any net label and select "Find Similar Objects". In the window that appears just make sure that "Net Label" is set to "Same". Click "OK" and it will select all of the objects matching the criteria you set (in this case, it's just that the object  type is "Net Label"). Once the objects are selected, use the SCH Inspector the same way as described above.