Remember, you can use the World Outliner to select specific brushes as well, and this issue is only occurring when the brushes are stacked on top of one another.
If you are using BSP’s to block out your level, then that is a good time to establish a naming convention for your brush meshes, like Walls, Floors, etc. This will make it easier to workaround this issue until it is addressed and fixed.
Once you have your brushes in place and their general shape and form are established, you can actually convert them to static meshes with materials applied for a more permanent placeholder object. If you are doing a lot of prototyping and alpha creation with BSP’s then building your scene lighting is not as important as getting the scale and placement in the right.