Sorry, don't think I have anything really helpful (and it's been a while since I've been in WF1) ...
Do you have PreSelect Highlighting off? Thought it defaulted to "Smart".
Wonder if this goes along with the "drill down" (for lack of knowing the "real" term) selection mechanism?
If you wish to select multiple components, hold CTRL. (you probably know that, but ...)
Actually, I've never noticed it but I was green, learning, suffering from information overload, when I was using WF1. (still learning, but am now sort of dark gray) I don't know of any way to lock a setting in, set a priority preference, etc.
There's a real good chance it might change from build to build of the same version.
Perhaps if you could narrow focus, describe in detail the conditions, what you are doing (Pro/E is mode sensitive), steps you are taking...