I think I've ascertained what caused the situation in my example video where not all keyframes in a bounding box were getting selected.
I expanded Tinwoodsman>Actions>choreography Action1>Bones
but then i only collapsed Tinwoodsman before i tried to bounding-box select.
If I go back and collapse Bones, choreography Action1, Actions and then Tinwoodsman, a bounding-box selection works properly.