No, not a bug, that is how Archicad works.
There are many ways to select elements in Archicad which is one of its strengths.
If you want to select multiple windows/doors, rather then selecting them individually (aka hunt & peck), use the command to select all, ctrl/cmmd + A.
If you only want to select them within part of your design, you can draw a marquee around the area, activate the window or door tool, then select all, ctrl/cmmd + A.
Erika
Architect, Consultant
MacBook Pro Retina, 15-inch Yosemite 2.8 GHz Intel Core i7 16 GB 1600 MHz DDR3
Mac OSX 10.11.1
AC5-18
Onuma System
"Implementing Successful Building Information Modeling"