That's not a bug, it's a *feature* !!
Seriously though, presently the query window in pgAdmin4 has two options:
If nothing is selected -> run the entire window
If something is selected -> run just what's selected.
That's how it's been since, well as long as I can recall. Unlike some other tools, pgAdmin4 lacks the ability to "Run Selected" vs. "Run Entire Query Window", so it implements the previously mentioned logic.
So I guess what you should probably do is create a *feature* request for this additional functionality.
rik.
If I enter a well formed SQL query into the Query Editor, but only
select a portion of the query with the mouse and try to run, pgAdmin
will try to run the selected portion as the query (and will fail most
of the time because of syntax error)