Same habit. Can't remember when it started. I've caused myself problems doing this.
Some PDF datasheets somehow prevent selection. Deeply annoying. You just know there is some fool calling that shot, thinking their protecting something precious.
With PDF you can have vector text that isn't detected as text. Some desktop publishing tools layout each glyph individually and the reader may not reconstruct the underlying sentence geometry to base selections on. You can also have scanned bitmap pages with no underlying OCR text layer for the reader to make selections from. PDF text detection and selection is a black art.