Add below line before doing the saveas
swApp.SetUserPreferenceIntegerValue swEdrawingsSaveAsSelectionOption, swEdrawingSaveAll
Here is one quick example that would works for parts, assemblies and drawings.
Dim swApp As SldWorks.SldWorks
Dim swModel As ModelDoc2
Dim nErrors As Long
Dim nWarnings As Long
Sub main()
Set swApp = Application.SldWorks
Set swModel = swApp.ActiveDoc
swApp.SetUserPreferenceIntegerValue swEdrawingsSaveAsSelectionOption, swEdrawingSaveAll
swModel.Extension.SaveAs OutPutFileNameHere, swSaveAsCurrentVersion, swSaveAsOptions_Silent, Nothing, nErrors, nWarnings
End Sub