Don't quote me on the precise details, but I believe that it was an intentional design decision from pretty much the very beginning to not have full support for multiple units, as your character is essentially 'always selected'.
One of the sticking points in games where you can control multiple units (e.g. any RTS, DotA/DotA2) is that it's also possible to control no units and very easy to control the wrong one. Which can make a misclick very easily lead to you just dying since you're telling nothing to do something.
League works around that by always having the commands go to your character since they're always selected as your current unit.