In 16.1.2418, shift + click is not selecting multiple items. This is on a Mac, updated to the latest OS (Sierra). The “±” icon shows up but when you click on the item, it just selects the other component, and not additional items.
I’m also seeing an issue when Shift + Click and Drag in orbit mode; Panning is not working
I can confirm this behaviour does NOT happen in the previous version on Mac, which I’m still running - 16.1.1541 - under El Capitan 10.11.6.
Agreed - seems a new “feature”, though whether it is SketchUp or MacOS, cannot say