I’m using Blender 3.6.4 (default settings) and getting a different behavior. I finally got selection to work/change with a strait right click. (no control key combo) . The video says Ctrl + Left, another users sayes 4.0 uses Shift + Crtl + Left
3 Likes
Thank you, saved me whole lot of googling
Thanx, drove me crazy 
Just a follow up. Using 4.0 and found the following behavior:
Ctrl+Click does not select bones while in weight painting.
Alt+Click selects bones
Ctrl+Shift+Click also selects bones
I cannot tell a difference in these actions.
It also appears that Alt+Shift+Click selects multiple bones, however weight painting only takes place for the last bone selected.