- You can select many photos in a shared album, then choose File->New Album.
- In the dialog box that comes up you can either create a new album (this will create a new album in your main Photos library containing all the selected photos), or choose to add the pictures to an existing album.
- You can then go to that new album, and order prints from there.
I have no idea why the 'import' option goes away when you select more than one photo. Overall it seems like terrible software design that you have to jump through this 'importing' hoop at all before you can:
-Print to a local printer
-Order prints
-Set a picture as a desktop background.
...especially because you can print a photo directly from a shared album on iOS. So it's not like it's a meaningful policy choice.