Hey there! This is noted, and there are a couple of feature requests open internally to address it that I can report back here on. Thanks for adding your feedback @kindredAsaf 
Revisiting this thread, a workaround that's a bit more involved but may provide a more thorough solution is to use an HTML column with an attached click handler:
This can work well in conjunction with Custom CSS since you can specify class names in the HTML for the column (they can even be dynamic!). That lets you do something like this:
Hopefully that helps until the dev team can add a more robust solution!