I have views and filters built to give me lists of players that are similar that I would want to select. As an example I could load a list of players and then want to select all ratings of 50-60. In a filter I remove all players that are not 50-60 and select all. I would also add that a selection of lot's of players didn't enter my mind. In my game other than the draft it's rare I click on more than two to five players at a time. If/when there is a large list of players, I get around that with views and filters.
An example of large lists would be me setting up my draft. I build a filter for "draftable pitchers" or "draftable batters". I build filters for Pot/Ov and scouted level. Anyone already scouted at very high goes on my draft board (short list). Anyone less needs to be scouted. I can now filer to Pot =>50 and scouting >very high. Select the whole column and add to scout list. I finetune the search so I add around 30 to 35 players at a time so I don't overload the scout. As more 50+ players are moved from my list to scout to my draft board I lower the Potential in the sort to bring in more players that are below very high. By the time the draft rolls around I have ~400 players on my draft board, all scouted to "very high" ranging from Potentials of 80 down to 40 to cover all rounds. (sorry for long explanation but figured more info better than less

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My understanding of shift+ click would mean select player A, go down say 20 players and make him selection B, which would select all players in between, is that correct? I could certainly make this work for something like my draft example though in my mind it wouldn't be easier, or harder for that matter. Maybe it's just a different path to the same end? Or maybe it is better and there are uses I haven't thought of.
I'm not against the suggestion if it makes the game better for you. It seemed to me you could do what you needed to in the game "as is" and were perhaps missing a way to get where you wanted to go. Though as I said above multiple player selection didn't enter my mind as I was using filters to get around that.