I play Age of Empires 2 DE on steam and I have been facing this bug consistently ever since I downloaded the game for 2 years in every patch.
The issue being that the select all land/naval military units hotkey, which I have on shift+x, does not select naval units, if land units are around. It only selects naval military units if I have zero land military unit.
I already reported this issue to the team, thanks for the report! 