Ah Egor, nice to see we're on the same page. Now I've learnt by your demonstration that the order of pressing Alt changes the end result of the operation, which is nice, thanks for that. But, as you mention, the "re-clicking" for sought-after direct selection is unavoidable. Thus, I too find that the demand for selection conservation still stands.

To sum it up: this modification of selection is both unasked for and counter-intuitive.

Yep, it makes perfect sense.
One can get accustomed to immediately click the same place where the mouse had just been released to select the point anew, but it’s a hassle and is just not a great experience.
Plus it takes some practice to start holding Opt/Alt after the mouse is clicked and not after, to avoid toggling the Group Selection.
There are other ways to create an art like this, like selecting all the 'root' points later and averaging them together, but again, it takes some effort to isolate a first path before you start creating copies, to be able to quickly select them at once, without grabbing the art beneath. Once mastered, it serves us really well... but again, it’d be easier if we had our partial selection unchanged.

Here is a video demo of what I mean.

EDIT: actually, the fact of holding alt turns the Direct Selection Tool into the regular Selection Tool. Try this:

1. have an unselected path ready
2. engage the Direct Selection Tool
3. hold Alt
4. click and drag one vertex (point)
5. the whole path is selected

Being able to immediately duplicate only a portion of a path with Click-Alt-Drag in Direct Selection mode is something I would find very useful.

Another instance of this loss of selection is, again while using direct selection:

1. I need to draw a number of straight segments and all have one end at the same position in space
2. I draw the first one and deselect it
3. theoretically, I could just use the direct selection tool and alt-click-drag one end point to duplicate it, and repeat
4. but this isn't possible, because immediately after duplication, the other point is automatically selected, and then alt-click-dragging applies to the entire segment, not just one end

I need this very often and Illustrator makes it a pain, where it could be so much more practical. And I cannot see the advantage with the way it's working right now.

There is a very related (but not full identical) feature request:
Ability to UNDO not only actual changes to objects but also selections
http://illustrator.uservoice.com/forums/333657/suggestions/34934953

It’d be a more significant change to introduce selection as steps in History... This issue, however, is not exactly a bug, but just a paradigm Ai has been using since forever. If changed, it’d require an option to control it, since many users can have custom workflows based on it, at least at the first stages of adoption.

Many other editor do not change the selection when Undo is used, including Affinity Designer, and I support this request.