EDIT: I’ve rewritten this, because the behavior is different than I originally described.
Synthesizer V allows objects in different windows to be selected at the same time. These objects will then receive the same key events - but not the same mouse events. Unless the note is dragged, in which case all the items are dragged relative to the note.
This is confusing, and - to me - an undesirable behavior. It certainly doesn’t match an untrained user’s expectation.
Request #1: Shift+Click means multi-select. Regular click causes all previously selected objects to lose focus.
Request #2: Dragging always works with all the objects that are selected.
It’s especially confusing because Synthesizer V initially appears to follow the standard interaction model:
- Click on a note in the Piano Roll, and the note is selected.
- Click on a different note in the Piano Roll, and the second note is selected, and the first note loses selection.
This is the standard model most users expect.
Now, try this in the Piano Roll:
- Click a note. The note is selected.
- Shift+Click another note. The other note is added to the selected notes.
- Click outside the notes. The notes are unselected.
Again, this matches the standard model as well.
Now, try this:
- Click a note in the Piano Roll. The note is selected.
- Click a control point in the Parameters. The point is selected, and the note stays selected.
This is an unexpected behavior. You can multi-select without using the standard multiselect behavior.
Another test:
- Click a note in the Piano Roll. The note is selected.
- Click a control point in the Parameters. The point is selected.
- Click outside the control point. The point is no longer selected, but the note still is.
This again breaks expectations, as only things of the same type are unselected.
This particular behavior has caused me time and again to lose notes, because the note retained focus. The expected behavior is: Shift+Click is used for multi-select. Otherwise, all items that were previously selected lose focus.
And often the note that is deleted is off-screen, so I don’t notice it’s gone until I’m in my DAW, and since the DAW has the files locked, I have to shut down the DAW, launch Synthesizer V, correct the note(s), render, close Synthesizer V, and reload my DAW. It’s a huge pain and interrupts my workflow.
And it’s happened many times. 
It’s also confusing, because the linkage between the various objects isn’t obvious. For example:
- Click a note to give it focus.
- Drag-Select a group of points in the Parameter window.
- Drag a selected control point. The points in the group move, but the note doesn’t.
At this point, one might wrongly conclude that the objects of different types don’t share mouse events. But that’s not the case:
- Drag the note. The control points move relative to the note’s position.
This is an unexpected behavior - especially in light of the points not moving the note.
I suggest the proper behavior is to always move all the selected objects together. If you only want to move the control points, only select the control points. This better matches the standard model, and is consistent.