When you undo an action, sometimes, though not always, the current selection is deselected. (Whether this happens or not depends on what kind of action you’re undoing.) This is not the intended behavior; in fact it is a bug, and future versions of Inkscape are likely to fix it.
Another similar problem is that selection is often lost after an extension (13.3 Path Extensions) is run. Moreover, if an extension opens a configuration dialog and in it, you check the Live preview checkbox, you cannot change selection (or do anything else on the canvas) while that dialog is open.
Inkscape’s powerful command-line interface has a special parameter for selecting objects, --select (C.5 Verbs). To use it, you need to know the IDs of the objects you want to select. This makes it possible to script fully automated Inkscape editing sessions where a single command loads a document, selects some objects, performs some actions on them, saves the document, and quits—all without any user interaction.