Using ArcGIS Pro 1.2, I just tried to use and the Shift key to multiple-select a set of shapefiles in a folder connection within the Project pane. I thought I had done this before without a problem, but I am now thinking that I must have imagined that because if I left-click on one, and then hold the Shift key to left-click on another only the second one is highlighted.
I can use the Ctrl key to multiple-select, which is fine for a few items, but not when I may have many.
If the Shift key is expected to be able to multiple-select in the Project pane, is there a known cause for why I might not be able to?