It has (Finally!!!) been fixed with an option. Following the vote link from acarlon :
In Visual Studio 2015, you can prevent Visual Studio from
automatically switching to search in Selection scope by unchecking the
following tools-option:Tools-Options-Environment-Find and Replace-Automatically limit search
to selection
Great that the option is only on the automation . So in the (for me extremely rare) cases where the functionality could be handy it is still possible by explicitly selecting the scope “Selection”
ADD: As Lexikos points out in comment, the option of “Selection” is actually quite handy with “Replace”, especially “Replace All”