Alternatively, set your cursor at the end of the header in the empty space, and drag your mouse backward to highlight the items. At that point, you can highlight the text, because you started in a non-user-select-limited area.
Note that this is default browser behavior. Inspect the styles and see that they have applied no selection styling to those anchors. This is the thing I'm advocating for. Make the web work like the web works, and disregard people telling you that "everything must be selectable" not because it shouldn't be, but because there are features that expect certain functionality to work well with the other features of the web.