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You need to highlight them in the grid display, not the filmstrip. To apply keywords, metadata, ratings, flags (and likely others) to multiple images at the same time you must be in the grid display. Using the filmstrip only applies the data to the "most-selected" image as you have found.
Or, if in Loupe mode, you can click 'Sync Metadata', at far lower right. But, I find that a little tedious. The sync works from 'Most-selected ==> to other selected'