In QFileDialog, you can do a ContinuousSelection but not an ExtendedSelection on the files. This is the case whether you use the QFileDialog::getOpenFileNames or if you create a QFileDialog and explicitly setFileMode( QFileDialog::ExistingFiles ). 2nd and subsequent Ctrl-Click selections are ignored. It works as expected in 4.8.6. This appears similar to QTBUG-29257 (status Closed), I have made a note of it there also.
Simple test program attached.