How to select multiple tabs in Mac Safari
Having never needed or even thought to do this I see the behavior you are talking about. And I believe the Safari engineers may have been of a similar mind.

I see no combination of keys that will allow you to select multiple tabs, so I am thinking that may not be possible out of the box with Safari.

That does not mean that there is not an extension (Plug-in, in Firefox lingo) that might provide that functionality but I am unaware of any that do this. You may be out of luck.