if you select the components from the feature manager, then you can use the normal CTRL+click and CTRL+SHIFT+Click to select ranges of components.
Currently, John's tip is your only option.
So really, there isn't an easier or automatic way of doing this.
Now, if someone at SolidWorks were to think about improvements, then maybe they'd come up with an option like; " Select sub-assembly's parts."
In this case, selection of a pattern member, could prompt the user to; " Include all members in this pattern."
I found out just now that if you explode your configuration with the highest number of instances, then copy that exploded view to another configuration, all of the parts exploded. This only works with configurations of the same or close to the same main assembly.