You can make what I call an “Absolute” selection of text across
multiple lines by pressing CTRL+ALT+SHIFT as you drag your selection:
In this example, I had a bunch of insert into / values statements and wanted to
capitalize all the Insert and values statements. I made the selection of just
those first 7 characters across all rows using the CTRL+ALT+SHIFT
technique, and then pressed CTRL+SHIFT+U to make them upper case.
The result looked like this:
… not the desired outcome.
If you do the exact same operation in Microsoft Word, it does format the text as
expected, in place.
Probably a low priority fix, but hey, I like to report things that I find odd.