With the Sub-objects filter applied, choosing Brush selection and then selecting Window mode, no objects are selected. Choosing Brush selection with Crossing mode selects sub-objects as expected.
Hi @jeremy5
I think you misunderstand how SelBrush works - at least in window mode. For a curve to be selected, you will have to “paint” the entire line segment, since this is how window selection works; you have to encompass the entirety of the (sub-)object you want to select with a brush stroke. Maybe the tool you are looking for is Lasso, which enables you to, well… lasso an area - just like you show in the video. SelBrush is for “painting” selections, Lasso is for lassoing 
See video for reference
HTH, Jakob
Oh, and check out SelFence in the WIP, which - more or less - do what you are asking.
-Jakob
None the less: Selbrush in windows mode selects every line segment that is completely covered (from start to finish) by the paint stroke - not everything it touches or everything that is encompassed by whatever area you cover. If you want it to select a given segment, you have to paint the entire segment, and of you want to select everything inside your selected area, you have to “paint” the entire thing. In crossing mode it is enough for the brush stroke to touch a segment for it to be selected. It’s not a bug - it’s the way SelBrush works.
-Jakob
Hi @Normand,
I’m now away on holiday - I will return to this in a week or so when I next have access to Rhino.
Thanks for chiming in.