Imagine you wanted to edit the properties of aObstacle2:
You click to Select it, but no, you’ve now selected 3 additional elements since they’re attached. Imagine you did not notice that and now have accidentally edited every element in the hierarchy. Or deleted them. 
Admittedly, I would not mind having an Alt+Click to select all children - consider posting a feature request:
https://forums.unrealengine.com/tags/c/general/feedback-requests/50/unreal-engine
There always is room for improvement.