On the list of the comments (wp-admin/edit-comments.php)
I click on the checkbox "Comment" on the top.
I go to the last entries (on the bottom) of my comments and deselect a few comments there.
Then I click "Mark as Spam" - and the comments are removed, even the ones where I deselected the checkbox OR: the first one of the ones where I deselected the checkbox, is removed, too.
So if I a click on "Mark as Spam" on a list of comments like:
it will usually produce the following list:
In fact, I deleted several comments on my home page before I noticed this strange behaviour.
Well, I hope, it's really a bug, and not that I'm too stupid to remove comments;-)