Hi 3dkiwi,
Yikes! I have never noticed this. You did nothing wrong. You stumbled across a bug! Something always makes it through 
Thanks for the report. We will have a look to find a solution as fast as possible.
Kind regards
Reiner
EDIT, at least the normal behaviour to select the shortest path works. That’s ctrl+click. The problem here is adding to this selection then. That’s where you use the shift key for.