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It's all great and dandy for first party apps. Once you go with 3rd party it's all trial and error.
 
Based on this comment thread so far, the actual steps seem to be:

1. Open an App that for some inexplicable reason does not support multi-select

2. Place two fingers on the screen over the items you'd like to select

3. Unpredictable behavior ensues.
What's slightly more predictable is using iPhone mirroring in Sequoia and using shift-click to select a range.

Feels like many apps today are predominately (or only) tested in the iPhone simulator or with iPhone Mirroring. They feel more comfortable to use with mouse and keyboard than on the touch screen they're supposedly made for.
 
You should maybe have added in your OP "... from multiple messages".

Apple indeed removed the ability some seven, eight year ago I think.

Maybe I shouldn't because it seems you're the only one who didn't get it

Apple never added the ability in the first place, so they never removed anything...
 
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