Dear Anthony Rudd

Your first screenshot does not show selected segments. If they are selected, a yellow background should be seen:

My Studio 2019 does not mark yellow: a vertical bar indicates marked segments.  1070, for example, was not marked.

My Studio 2019 does not mark yellow: a vertical bar indicates marked segments.  1070, for example, was not marked.

This is a different kind of marking. You need to mark segments using the corresponding shortcut for "Select next row". Or click the number of the first row to be marked, press SHIFT and click the number of the last row to be marked with SHIFT still pressed. Now right click one of the numbers of selected segments. Make sure you do not click outside the numbers row.

Or use this button:

Selecting segments like would you mark text in Word or similar does NOT work in Studio.

Thanks Jerzy. This functions correctly with me, but I still wonder why the other method "sort of" functions. 
Coupled with the regex "^$" in ADF to select all empty target segments and then your method to mark all selected segments and "Change Segment Status" would have allowed the task to be done in just a few steps. At least know next time!

The other method never worked for me for changing status or merging.