The default left click and drag action when editing MIDI notes should be to marquee select them. This is consistent with most other DAWs. The right click is very confusing.
My "MIDI editor" mouse modifier only allows right drag to be configured, not left drag.
And my right drag is set to marquee select. Left drag draws notes. I am using a non-default REAPER setup, though, I don't remember what is the standard setting.