First, do have have any keyboard or mouse helper utilities installed. I have seen multiple occasions where users have had something like that installed and it has system wide overridden Ctrl+Click behavior.
Second, I have seen a situation where a customized toolbar resulted in the Project Browser selection to change after selecting anything. If you have customized the toolbars at all then you could try resetting them (Tools | Customize)
I do have a Windows setting turned on that makes a circle appear around the mouse when I click only the control key.
But system wide, Control + click works correctly everywhere else except in a Sparx Diagram (In this case, a Strategic Modeling...Strategy Map).
As you suggested I did a toolbar reset.
But, I just noticed that it says in the book, "EA In 10 Days":
ctrl + click on the diagram creates a new element of the same type as the last element you created
And sure enough, when I do ctrl + click on a blank place in the diagram it creates a diagram object there.
But I still really need a way to multi-select objects in a diagram. Do have some other suggestions?