I know that, I have tested it exactly like you did with the divided track list.
Thing is the two lists have independent selection, and in consequence many actions will affect both tracks. This is more like a flaw than an actual bug, and it is not limited to the Marker Track either.
I remember this has been discussed in another topic :
Selecting events/tracks in project window does not unselect events/tracks in divided track list
I would wait for Cubase 13 and I am sure that there will some big improvements in this version regarding the UI. Trust me 