If I understand you correctly, "out of sight will be deseleted" is not quite what I'm doing.
I select an object, then as soon as I enter "Z" and hit return, the object is deselected. The problem is that I want to select a large object and add small object which is in a group of other small objects which I don't want in the selection group. So to add the single small object I have to use the zoom tool to see it clearly. When I choose the zoom tool, I've now lost the large object, although it's still visible, but now deselected. Pickfirst is set to 1.