SUMMARY
Currently Selection Mode seems to be mouse only (except for pressing Space to enter Selection Mode). I can't multi-select using keyboard:
1. Up/Down de-selects.
2. Space exits Selection Mode, instead of selecting.
3. Enter opens selection files, instead of selecting.

Ctrl-Up/Down and Ctrl-Space can be used to multi-select, as in normal mode. But perhaps multi-select by keyboard can be made simpler in Selection Mode, too:
1. Up/Down doesn't de-select.
2. Space doen't exit Selection Mode (We already have ESC to exit). It toggles the current line (and perhaps move the cursor downward).