When multiple data are plotted together, they are grouped. In the past, when click on a plot in the group, the group will be selected. 2nd click will select a single plot. 3rd click will select a single point.
In Origin 2020, 1st single click on a plot will select the single plot, 2nd click will select a single point. If you want to select the whole group, press Shift key when clicking on plot. Set system variable @gsm=0 to roll back to the old behavior.