It seems this "feature" is still present with final NAV 2013 ! Only way to get the selected lines of a subform is if an event was triggered from within the subform. And this really means the EVENT. If you use SETSELECTIONFILTER within a subpage function the result will always be just the current row, if you call it from outside the page, although it is working from within a subpage action.
Only way to get around this problem still is to trigger an event in the subform via sendkeys, and store the result for the main page to poll (which also may require a sendkey to indicate this result is available).
This workaround IS working, but it is painfully slow !!!
This behaviour really should be considered a serious bug, cause this is such a basic requirement!
The presence of this bug over at least 4 years really is not helping building trust in microsoft...