Hi jamhotgammon,
Don't worry, you don't have to move them out one by one. Simply press the Ctrl key and then select them. Once you have selected a group of units, simply right-click to move them ount of the city as normal. This can also help when spilting armies too. Hope this helps, cheers!
BTW, if you want to gather a line of units together simply press the Shift key of the first unit and the last unit and all units in-between are selected for removal.
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