On this page https://www.sublimetext.com/support you find ‘Documentation’.
Sublime Text 3 documentation index
https://www.sublimetext.com/docs/3/column_selection.html Column Selection Linux Using the Keyboard: Ctrl+Alt+Up/Down
Sublime Text Unofficial Documentation
https://docs.sublimetext.io/guide/usage/editing.html#transforming-multiple-selections-into-lines Column Selection Using the Keyboard Linux: Alt+Shift+Up/Down
I have seen responses that you can change the keyboard settings OK, but that is not my point. My point is that for the same procedure there are two ‘solutions’.