Same issue here, really annoying I must say.
Version: 1.0.2.0508 -steam, OS: Windows 7 64-bit
EDIT: I found the work-around until it's fixed.
1. Download and install AutoHotkey http://www.autohotkey.com/
2. Create a script and paste into this trivial code:
LAlt::
send, {n down}
Return
LAlt UP::
send, {n up}
Return
3. Hook up highlight in the game controls to 'n'
4. Enjoy hold-highlighting with left alt
Issue: You cannot use leftalt so to e.g. alt-tab while running the script you need to use right alt.
Disclaimer: I cannot guarantee 100% that it doesn't violate EULA, that it doesn't trigger some 3rd party detection software etc.; it would be ridiculous but just in case: use it at your own risk.