It s a really common feature, but also very useful. When you select multiple units, a small window appears and describes your selection, type of units and amount. By clicking on the icone of a type of unit, you keep just this type of unit. By ctrl+clicking on the icone of a type of unit, you remove this type of unit from the selection. I'm pretty sure, that the feature is already foreseen.
Without a doubt, I would also like to see military scaling bars added to that for Direct Fire/Anti Air/Artillery "power" based on the unit composition of your selection. It would show you exactly how strong and in what fields that unit composition is effective. I think it could be very useful especially when you start getting into higher techs and a higher variation of units. Thoughts?