The inability to window select features for projection to sketch appears to be an inconsistency in the UI functionality. Simply selecting a face brings too much unwanted detail which has to then be removed.
An example of usage would be window selecting a field of specific holes within a much larger pattern.
At present you have to select the lot and then go backwards, or manually select the required holes. Given that this may be in the hundreds it is at best described as a tedious waste of man-hours.