Multiple selection is specifically disabled for buildings because it's usually used to select units via drag and drop, and if you also selected buildings, you wouldn't be able to tell your units to move (as they lack a common move skill).
I'm going by memory here and my memory is a bit spotty, but if I recall correctly, buildings are identified purely by skills. In particular, buildings don't have a move skill. I
think that's the only way buildings are identified.
In the past, this identification as a building was all that was needed for determining if you had to kill that unit to win the game. That is, you win when all buildings are dead, not all units. This changed when MG introduced `count-in-victory-conditions`, which overrides this (
docs).