Bug introduced in 11.2 or earlier, partially fixed in 12.0 and finally fixed in 13.0 [CASE:3968507]
(Cross-posted at Wolfram Community.)
I think this is a bug. If someone can help to confirm it, I'll report it to Wolfram. I can selet previous cell group:
SelectionMove[PreviousCell[], All, CellGroup]

But I fail to do this like follows

Maybe you will say that it is a Cell not a CellGroup, but why I can do this:

Can anyone give a reasonable explanation? You can get the .nb test file by run
NotebookPut[Uncompress[First[Values[Databin["fVOforSX"]]["nb"]]]]




All CellGroupis trying to reach CellGroup from the bottom, it fails so there is no selection.Previous CellGroupis trying to find it from the "top", so it narrows down selection up to a single cell, it fails but the cell is already selected. Just a guess. – Kuba Sep 23 '16 at 11:08Allbehaves as expected andPreviousgives you too much. – Kuba Sep 23 '16 at 11:09SelectionMovereturns$Failedwhen it cannot move the selection in the requested way. As of the case of inconsistent behavior described in the question (I wrote about it too), they say nothing about it. I corrected the bug header. – Alexey Popkov Sep 29 '19 at 07:57