It would perhaps be more complex for audio editing.
One example of why it might be confusing:
When a region is selected and you press “Play”, the region starts to play.
If multiple regions could be selected, and you pressed play, then presumably all selected regions should start playing simultaneously 
Graphic programs don’t really have an equivalent to “play”.
Another problem is the the “Selection Toolbar” can only really accommodate one selection. Again this does not apply to graphic programs.
There is an alternative approach that can be used in Audacity, which is to separate the regions across 2 (or more) tracks like this:
