As recently as 2018, Apple had stopped supporting multi-select in iCloud Photos.web. It was really annoying.
Today it works. I don’t know when this was fixed. It didn’t get a lot of attention in my streams.
It’s a big feature for me. Now if I want to add photos from my wife or daughter I can browse to their iCloud accounts, select from Photos.web, and download. Much easier than switching to a user account, running Photos.mac, waiting for it to sync, exporting to a shared account, etc, etc.
One odd thing, the file “Modified” date is “Tomorrow at 12:15am”. Presumably a server time zone problem….