There's just too much going on there and I find it difficult to 'see' what I'm doing in this mode.
What you want to is click the little gear at the very bottom of Silhouette Studio. This will open up the Preferences window. In the window click Selection.
Then under the "When Many Objects Selected" category click "Single Bounding Box." Be sure to click Apply or your selections won't save.
By doing this, when you select multiple shapes, you'll now get this result instead of the above.
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