There's an annoying behavioural niggle which seems to be caused by Microsoft's DataGrid, which is used for the file lists in order to provide checkboxes in certain contexts. The issue is that when the default selection is in effect, which means the first file on the list, and you want to Shift-Click another file to select a range of files including that one, what actually happens is that the first click single-selects the file you select, and you have to Shift-Click a second time to get the range selection.

So far my attempts to override this behaviour have failed. I will need to fight MS's code some more on this I think.