The difference in highlighting layers in layers dialog and design director is, I believe, just an update / sync delay between the two.
Highlighting multiple cells allow for selecting object on those layers, for example, highlight 3 layers, then at the top of the design director, click 'select by'. (also in the right click menu). This will select all objects on those 3 layers, which can be moved, property changed etc.
Also. After highlighting multiple layers one can turn on / off visibility by clicking on one 'eye'. This will affect all the highlighted layers, as will locking,