Add devices to a product does not claim the devices, as you have discovered. It only pre-approves the devices so when they connect to the cloud the first time, they’ll immediately be added to your product.
When your purchase devices from the Particle wholesale store in tray or reel quantities, you’ll be emailed a file containing the devices IDs in the order, which makes the adding process easier.
There is no way to bulk claim devices from the console, but it’s a pretty easy script to write as you can easily claim devices using the API or curl, especially if you have the list of device IDs from your order. Note that the devices need to be online to claim them, so you’ll need to activate the SIMs and get them to breathing cyan before you can claim them.
Currently product events are basically one-way, to allow a device to publish events to the product. The reverse mapping doesn’t exist, which is why there is no THIS_PRODUCT for subscribe. It’s a good idea, just not something that exists right now.