By using the “Range Selection” I assume you are trying to use the Logical Editor on an event.
I did not manage to exclusively select controller data this way either.
Of course it does work when you open the Key editor, but that way it’s harder to copy over to multiple parts to multiple tracks.
Much easier is of course to use Delete Notes and set the Minimum velocity to 127 and untick Minimum Length, then copy over the controller event and merge them with the target events.