When you have a locked child in a group with any effect applied (Transform or Drop Shadow or Offset Path...), clicking this locked child with Group Selection tool (not Direct one) selects the whole object — while it is expected to have nothing selected.
Selecting the whole group with Group Selection should work only if you make several clicks on an child object, each click selecting the next parent group.... but here the child is locked, and it should not receive any clicks! Somehow having the effect applied breaks the click detection.

This becomes especially painful when the effect is applied at the layer level — each mis-click selects ALL in the layer.

Thanks to e.k. kuzey for bringing this up.