It behaves the same for me, most of the time. Occasionally I am able to select only the top or the bottom note of a chord, particularly if the complete chord is on ledger lines (above or below the staff) and also if I zoom in a few levels (say, 800% or more). Even less often I have been able to select the middle note of a 3-note chord especially if the notes are not close together (intervals of a 4th or more). But it is inconsistent and predominantly as you described. I am running Dorico 5.1.0.2068 on MacOS 11.
I think the issue here is that rhythm dots are commonly a single group that belong to the whole chord, rather than to an individual notehead. If you include any of the rhythm dots in the marquee, then the whole chord will be selected. If you have a sufficiently large gap between rhythm dots that they end up in separate groups, things might be different. I’m not sure whether we can avoid selecting rhythm dots when doing a marque selection, but I’ll make a note and try to find some time to investigate in due course.