I don't see the problem. Shift and/or Control are used in many applications beside Windows Explorer for the purpose of multiselection, and not in all cases there's the option to 'select everything between'. This is common Windows UI behavior.
I would in fact be surprised by the notion that I would have to press shift to avoid multiselecting! When I click on several ships in a row because it's hard to spot the one I want, I'd hate to have to unselect them all again, manually.
I can understand that, depending on the way you play, you may find not needing to use Shift more comfortable. I don't. A setting to choose how to handle this would be acceptable. But it's definitely not 'broken' as it is right now.