We found it is common to use box selection to select keys for purposes other than scaling the box selection (move, delete, copy, etc). Many people coming from other tools, such as Maya, are very used to needing to click+drag to draw a tiny box to select a single key or graph handle. When using a pen/tablet, some people call this "licking" to select a key. :p They are used to this because other software's poor user interface makes it difficult to select a key by clicking, and also making the licking gesture with a pen is comfortable. Spine doesn't have a UX problem clicking to select, but a lot of people still want to select by licking and not being able to do it drives them crazy.
We decided to add a short delay after box selection so you can select keys with box selection without the box staying. If you want the box, just click+drag, then pause very briefly until you see the box selection border appear, then the box will stay after you release the mouse. We did this mainly for the graph, where selecting handles is common, but also did it in the dopesheet for similar reasons and consistency.
I personally find it nice to make a box selection without the unwanted box hanging around, and once you know how to make the box stay, it is quite easy to do that. The delay is quite short so our hope is that people figure it out intuitively after some time.
