It is possible to claim copyright on a compilation (== "collection"), yes. But I am not aware of any requirement to do so. If there is no additional license/copyright on the compilation as a whole, then redistribution is only limited by the terms of the individual items within the collection.
In fact you can only claim additional copyright on the collection if your preparation of the compiled materials involves sufficient additional work to constitute "an original work of authorship" in its own right. Just stuffing a bunch of existing packages on a disk would be unlikely to merit a new copyright as a compilation. Preparing a full linux distro's worth of packages selected and possibly modified for interoperability, together with meta-information, installation scripts, yadda, yadda, is clearly a different story.