You can now in FreeCAD 0.15.4217 on wards, select a number of two or more sketches and then PartDesign menu ....merge sketches... and a new sketch will be created with all the contents of the previously selected sketches merged into this one new sketch. The old sketches are left as they were.
here is a simple demo file of five sketches merged into one new sketch.
and here is a screen shot. The group of "numbers" on the left are five different sketches and the group on the lower right are the new sketch created by merging all the first 5 sketch at once.
A big thank you to Abdullah for coding this and to Werner for merging it into master.
P.S. this is just a link to the archived pull request topic.
OS: Ubuntu 14.04.1 LTS
Word size of OS: 64-bit
Word size of FreeCAD: 64-bit
Version: 0.15.4217 (Git)
Python version: 2.7.6
Qt version: 4.8.6
Coin version: 4.0.0a
OCC version: 6.7.1.oce-0.17-dev