That’s exacly how it works for me. Selecting a point seems to work for you as point details are shown in your screen shot. Try selecting the range the other way round, i. e. first click on your second point and then shift-click on the first one.
Alternatively, you can first select a point and then use the menu ‘Range’ - ‘Set range start’, select another point and go to ‘Range’ - ‘Set range end’