In this line
 shape.Select (msoTrue)
msoTrue means DEselect any previously selected shapes

Change that line to 
Sub SeleccionarCuadrosDeTexto()    Dim slide As slide
    Dim shape As shape
    
    ' Obtiene la referencia a la diapositiva actual
    Set slide = ActiveWindow.View.slide


    
    ' Recorre todos los objetos en la diapositiva
    For Each shape In slide.Shapes
        ' Verifica si el objeto es un cuadro de texto
        If shape.HasTextFrame Then
            ' Selecciona el cuadro de texto
            shape.Select (msoFalse)
        End If
    Next shape
End Sub