This issue was introduced with the current patch, which by default turned off the ability. To re-enable the DM client ability to CTRL+click+drag a box around multiple creatures to then move them (with shift+click):
Go to the settings.tml file in your Neverwinter Nights data (user) directory.
Under the [server] section, ensure the following is set:
player-party-control = true
It seems that many servers don’t want players to have the same multiple selection capability – which the new setting set to “true” now grants – but turning that off also by default turns it off for DMs.
The good news is that if your server is running NWNX (the server extension), there is a tweak to fix that directly: