It never been able to select more than one unit at a time in Dune 2. That's why it was such a praised "improvement" in C&C, for you were able to select as many units as you want on the battlefield.
Dune 2 is considered as the "father of all RTS games", it's very old and it's bound to have such weaknesses... The gameplay, like about all the old games, is still gold tough.
