Currently its hard and in some cases impossible to multiselect things in UEFN. Creative is still a little better, with its brush selection. However, the main reason is that the multiselection in UEFN has an infinite range from behind the multiselection, which will select other unwanted things like the ocean, the barrier, the skybox, any volume, etc.
Would be nice if on the settings area for multiselect there was a “range” option, where we could define a distance where it is applied, similar to what happens in Creative too (IIRC there its 20 FN tiles).