I got the same issue since "The Realms of the World Quest Pack" came, and it's really frustrating some times. Intresting to hear that more had the issue, when I asked ingame most seemed to have no problem with this. But it is a bug, though not all seem to got it. Will look into that folder pf2k talked about.
[EDIT]
I deleted the startup folder and tried again, not sure if anything changed, but I still got the bug if I wanna select or deselect the FIRST units in the row, but it works on each of the rest as it used before this bug.
[EDIT #2] OBS!!!
Since it works as it should on all units but the first in row perhaps more had the bug when I asked to, but they just did selective tests and on the others but the first in row. Plz anyone who thinks they DIDN'T have the bug, try again with the units furthest to the left in the row also specifically.