EF6 Insert multiple rows in single query possibility

Question

Why EF SaveChanges is going to insert/delete each record in a separate query?

Suppose this code:

using (var db = new AppEntities())
{
    using (var transaction = db.Database.BeginTransaction(System.Data.IsolationLevel.Serializable))
    {
        try
        {
            db.Table1.AddRange(list);
            db.Table2.RemoveRange(list);
        }
        db.SaveChanges();
        transaction.Commit();
    }
}

I check these lines with SQL Server Profiler, and surprisingly there is one INSERT INTO per each record! And worse than that, the same was for delete! This is not a serious problem for 100 rows. But with 5000 rows it takes 2 minutes!

Is it possible to tell EF, PLEASE do this in following way :

INSERT INTO TABLE1 VALUES (),(),(),();