Makes sense, @gchesterton . You want to simultaneously understand the effects of X1 ... X3 on all responses Y1 ... Y5.
We could get very philosophical about what you mean by "responses are not independent" and we could explore sophisticated modelling techniques that treat Y1 ... Y5 as some kind of grouped, multivariate response.
But the pragmatic approach that people will use 99% of the time is to build separate models for each of Y1 ... Y5 against X1 .... X3 and then profile them together:
These are still separate models.
The process to do this is to save the Probability Formula for each model:
And then add the Prob[1] prediction formula column to Y, Prediction Formula role in Graph > Profiler.
I hope this helps,
Phil