The Pick tool can be used to window pick multiple objects by clicking and dragging while holding the mouse button down. The Pick tool can also be used to Click-and-Drag objects by clicking on an object while holding the mouse button down.
You can temporarily disable this feature during a window pick operation by holding down the Shift key.
Image 1 shows the intended window pick inside a scene.
Image 2 shows what happens if the Shift key is NOT held down resulting in the object underneath the cursor being selected and dragged.
Image 3 shows what happens if the Shift key is held down, resulting in a window pick selection, (because the Click-and-Drag is temporarily disabled while the Shift key is pressed).