I'm at the beach with just my aging Macbook Air - macOS 11.7.6. With any version of jAlbum (from v27 to the current beta), I can't select multiple files. Adding images, for example, CMD-click will select non-contiguous files, but SHIFT-click does nothing, and CMD-A won't select all the files in a folder. The same behavior is shown when a skin includes a JPlaylist() call.
No problem selecting files in Finder.
I have no idea what happens in Windows, since I'm not at home, but I think I would have noticed this.
Works fine if I choose the List view in the selector. Doesn't work with the Icon view. The same is true in Finder. I guess this is just a MacThing™. Windows has no trouble understanding that the files are still in the same sequence, no matter how they're displayed.