When you triple click on a line ending with , the continuation line(s) should be selected as well. Currently, it only selects the 1st line.
Thanks, that seems like a good idea for a future enhancement. 
In the meantime, you can triple-click-and-drag to select all of the lines of a continued statement (people often don’t realize this particular mouse gesture exists – just hold the mouse button down on the third click and drag to select entire lines).