Yes, you can remove it with the
sudo apt remove command.
Exactly as it shows in your video sample for MS Windows.
It's the same. The action is called "Rubberband" (As if putting a rubberband around all the files).
I just double-checked that it works in Nautilus - and it works normally on my machine.
You may need to start a new thread on this issue if the above answer is not working out.