Big Sur fixes the Catalina problem and you can now multi-select files. But I still recommend iFunbox or iMazing to backup your iPad files.
Catalina has completely ruined the ability to multi-select files. Thankfully there is another option: iFunbox
This is preliminary since Catalina is still being worked on:
Unfortunately, you cannot multi-select in Catalina's beta Finder. This means you cannot do manual backups and cannot multi-delete files. Hopefully this will be changed.