I believe this is only an issue in PPT for Mac - I've already sent this problem to Microsoft through the software. That was months ago. Any chance you're going to fix this any time soon? I need to make custom shows with large numbers of slides and the inability to select multiple slides means a lot of wasted time.
While you're at it, why don't you just make the quality of the Mac version the same as the quality of the Windows version? Are we really still pulling that platform based BS?