I use Lightroom 6.3.0 on my iPad Air 4th gen with Smart Keyboard Folio.
When I plug in my CFexpress memeory card from my Canon R5 to import pictures in Lightroom, I sometimes need to select a job instead of the whole card or the day's pictures.
So I select the first picture and scroll down to the last picture and hold Shift button on the keyboard and select the last picture and as expected the whole selection appears to be selected but the counter on top shows that only the amount of pictures that fits in the screen are actually selected. Rest of the selection doesn't get imported and not actually selected in the end.
Please see the screen recording I attached here. There should be something like 300 pictures selected with this action but instead only 62 selected as it indicates on the top.
It does sound like a bug or lack of full keyboard functional support. I'll route your issue to the LR engineers.
As a work-around, you should be able to drag your finger across the iamges you want as a way to select fast than selecting single images one-by-one. See my own quick video attached here. The red dots are my finger taps, and show how to drag-select to choose multiple images quickly.