Well looks I've take some wrong habit by not using the proper move tool enough ...

It's not like I don't feel confortable how selction / draging works actually, and it seems not possible to improve anything without loosing some other feature.

For info, 3dsmax use the space bar (by default) to lock a selection (so you don't accidently deselect or select any else), while the actual MoI lock system is called 'freeze'.

I still like Marc idea, maybe not using the shift key, but any way to lock (a la 3dsmax) a selection using a key can still be usefull ?