Focus is maintained while selecting multiple Files/Folders respectively afterwards, but it is not the case by selecting backwards or even in a random way!
OS: Juno 5.0 up to date

Thank you for reporting this issue, I was struggling with how to write it. Anyway yes, this was not an issue on Loki.
I can confirm this bug. I was not sure how to reproduce it but based on the pattern described by @alchehabi I was able to experience this bug every time.
@mdalch why was this closed? Has it been fixed? Could you include a reference to a PR if it's fixed?
I cannot reproduce this with the current master branch. The selection persists regardless of the order of selecting provided you click on the helper (tick). Note that if you miss the helper then the selection will be lost (unless you also hold down the <Ctrl> key). Version 4.1.7 has just been released. Please confirm whether the problem can be reproduced with that version, thanks.
@peteruithoven I closed it because it's fixed as I believe, I don't encounter this issue anymore since Files is up to date.
@jeremypw This issue was fixed actually in some version after 4.1.0. Honestly I forgot to close the issue in that time. I tried to remember in what exact version was this issue fixed but i couldn't. Sorry for that.