Holy cow, I wrote a book!
In the properties of console windows,
you can turn on QuickEdit mode,
which allows the mouse to be used to select text without having
to go explicitly into Mark mode.
(In a sense, the console window is permanently in Mark mode.)
Why isn't this on by default?
It's so useful!
Somebody thought the same thing and changed the default
in one of the earlier versions of Windows
(my dim recollection was that it was Windows 2000)
without telling anyone,
especially not the manager responsible for the feature itself.
The change was slipped in late in the game and made it into
the released product.
And then all the complaints came streaming in.
Since the change wasn't part of any of the betas or release
candidates, customers never got a chance to register their
objections before the product hit the streets.
Why did customers object anyway?
Because it breaks console programs that want to use the mouse.
A console program that calls
ReadConsoleInput can receive input records
related to mouse activity.
A full-screen character mode editor like, say, emacs or vi
or something more Windows-centric like the M editor that came
with the Programmer's Workbench
will use the mouse to select text within the editor itself.
Or they might hook up a context menu to right-clicks.
At any rate, turning QuickEdit on by default means that the
mouse stops working in all of these programs.
A hotfix had to be issued to change the QuickEdit default back to "off".
If it means that much to you, you can turn it on yourself.