They do.  Depending on the action being performed it may generate 0 or N tasks.  For example, 
- add/remove of system groups is currently an immediate action, so no tasks are created
- install/update/remove of content will generate N tasks (one for each system that is being operated on)

Right now we do not return the task information since the UI isn't monitoring for it.  The longer term solution should return a task or job (with N tasks) for all of the bulk actions.  For those bulk actions that do currently create tasks, the user can still see them by visiting the event history for individual systems.