I'm not sure how you managed to achieve this but this is exactly the functionality I want.
I spent over an hour on the online chat with Adobe this morning and the person I was speaking to remoted in and watched my transfers and witnessed the issue.
This was under Case No: ADB-1824795-P0H8
I was eventually told that this was not a bug and that this functionality was expected in versions of dreamweaver CC she suggested rolling back to CS6 which I did still with no luck.
I have no idea what is going on but this functionality is extremely important for our web development work.
Sorry I posted the above from the wrong account.
I tried both versions 'Entire Site' and 'Selected Folders' and both worked identically.

My Dreamweaver is 10155 Build ver 18.1 on a Windows system.
You could try Unusual behavior in Dreamweaver? Try restoring preferences.