In earlier versions of Cubase Pro, tracks that were linked in the Mix Console could be all selected simultaneously in either the Mix Console or the Project Window. This was incredibly useful for live performance situations where several Virtual Instrument sounds were being performed using several USB MIDI keyboards at the same time. A linked set of Instrument tracks could be used for each song, with individual MIDI keyboards assigned to each track MIDI input. With the link functionality a single mouse click in the Project Window was all that was needed to select all the Instruments needed for a particular song.
I tried to do the same thing in Cubase 9 recently, but discovered that even with the appropriate Link Group settings in the Mix Console and ensuring that the Mix Console and Project Window were synced in the Preferences and using the little “=” button next to the Visibility tab in the Project Window the selection of multiple linked tracks with one click in the Project Window no longer works 
I wrote to support and asked them if I was missing something and they informed me that it was not possible now.
What a frustrating loss of functionality! Couple with the relatively new concept of track visibility in the Project Window (so one could just have one visible track per performance song to make the window visually simpler) this would be so powerful when using Cubase as a master sound source for live keyboard performance. Please consider re-instating the functionality!