I do not understand the rational behind this behaviour other than it is easier to implement than what I would consider normal multi-select behaviour.
Multi-selection should be enabled by holding down the ctrl or shift key to select non contiguous or contiguous rows like every other application on earth.
Using the mouse in this manner also prohibits the ability to drag rows which has also been raised on this forum.
Lastly, almost every js based grid I've ever seen, KendoUI included cannot handle multi-select AND virtual paging. Once selected rows go out of scope, they will not be re-selected when back in scope.
Be the first to market on this feature and trump your competition. It is a hard feature to implement, but one that is surely worth the bragging rights.