The problem with this is that as soon as I click somewhere (e.g. to select another file, or one by one), that comparison selection is gone/lost.
What FileZilla does is it adds some background colors on each file, rather than selecting them.
They use Yellow for files that don't exist on the other side, and Green for files that have a later modified date.
Selecting files does not lose the background colors. Background colors are removed when I de-select the "Compare directories" button.
Attached is an example image I found.