I have to say that I don't agree and think that the current functionality is correct. The preview pane displays the currently selected message and would not make sense to display one message when multiple messages are selected.All personal preference of course!You could change this functionality if you like on your local version or by creating a plugin.
Suggested behavior is common for at least TheBAT. Moreover, my suggestion does not break current things, it just adds some more usability, since at this time preview pane is empty (in other words, not used) while selecting messages.
This could be extended to display shortenings of all selected messages, like in Thunderbird.
If you want to scroll through messages to display them in the preview pane, press the up/down arrow without holding shift.