If you click and drag to the left, then ANYTHING inside of the bounding box gets selected. This means if even the edge of the symbol is in the selection box, it gets selected. (Which is how the GIF on the release blog shows it, unfortunately.)
If, however, you click then drag to the right, only elements contained ENTIRELY inside the box will get selected. So you can drag around the pins and select them but not the symbol.
I didn’t know about the pin helper feature so have tried it out and also having the same issue as you. It’s impossible to select multiple pins without selecting the whole component.