This has been bugging me for a while. Well, I've geared up and downloaded Captura to make a screencast. Maybe it has something to do with my preferences / settings as no one else has reported it? The screencast shows quite clearly that more or less the same mouse action by the user sometimes has quite different results.

 

My suggestion would be something like 'drag on left half (or left third) of grid's x-dimension to drag an item, drag to the right of that to select items or some such alternative.

 

Thanks for watching!

 

Edit: After some more experimentation, I'm quite convinced that it's another issue related to the 'Highlight focused cell' setting being switched off...