I don't know the answer why the default "select” button is not selectable for a microflow sourced datagrid, probably there is something going on under water which can not applied to that datasource.
but you can build your own "select" button by adding a "action”button, with a nanoflow/microflow and doing some logic and opening another page or so.
Creating a new dataGrid with a microflow as a data source in mendix 8.2.2 doesn’t give you a ‘select’ button by default. Can you provide some screenshots of the dataGrid and microflow so we can help? :)