Currently the Grid checkbox column selection does not allow for selecting a range of rows via shift-click.
As this seems to be a behavior that users expect, based on a similar experience with popular applications like for example Outlook and Gmail, we can consider introducing this behavior in the Grid too.
For example:
When we click on a check box and Shift+click on another checkbox all the rows in between these rows should be checked. Ex: click on 2nd row and shift click on 8th row, all the rows in between 2nd and 8th should be selected.