@MichaelBould ...
I see what you mean about only being able to select one Module at a time when you are in the Gradebook. That would be nice to be able to compare two Modules using the "Apply Filters" button. You might want to suggest this as an enhancement to Canvas. You can do this by first looking through the documents listed under "Ideas and Themes" located at: Instructure Community Guide - Instructure Community (canvaslms.com).
Then, to start your idea, head on over to: Canvas Ideas and Themes - Instructure Community (canvaslms.com), and then click on the "View and Submit Ideas" button. On the following screen, click on the blue "Submit an Idea" button. You might find that a similar idea has already been submitted. If that is the case, then you don't need to submit a new idea (to avoid duplication). But, if you don't find an existing idea, go ahead and submit a new one so that it can be reviewed and evaluated.
I know this might not be the answer you were looking for right now, but I hope it helps to answer your question...thanks!