Yes you can! You might not realize it because you get at first no sane feedback but you can select many of them at a time. This does not mean you cant select them. Infact what you se highlighted IS NOT WHAT YOU HAVE SELECTED.
It takes a bit of time to become used to this behaivour, but the reason it works like this is that form mayas point of view theres no difference between a group, a object, or a parentting linkage. infact if i mark out T for transform and s for shape youd have a unlimitted combo of cases
CODE
T-+-S Normal parent
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+-T-S
T-+-S Normal multi parent
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+-T-S
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+-T-S
T-+-T-S What most call a Group
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+-T-S
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+-T-S
T-+-S Well what do you know a ???? structure
| Should we call this a group by teh way
+-S because it acts like you clearly want here
T-+-S oh yeah and this then
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+-S
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+-T-+-T-+-T
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| +-T
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+-T-S