To reproduce;

1. Create a new project
2. Add a cube to the scene
3. Add a sphere to the scene
4. Select the cube
5. Press shift and select the sphere
- both objects are now selected/highlighted
6. Click on the cube in the Hierarchy
- both objects remain selected/highlighted
7. Click on the Sphere in the Hierarchy
- only the sphere is selected/highlighted and the cube is now deselected

You can only remove the highlight from the pair of selected items by clicking on the one most recently selected. Clicking on the original selection does not remove the selection from the other object, and I would expect it to.