Form multiple records: update records select from different pages

Hello,
I have a form as multiple records used to update/delete records of a table.
It is used to update massive number of records , often more than maximum number per page.
When the user select records in different pages, the only records selected are the one in the page where Update button is pressed.

Is this normal behavior ?
Is there a way to keep selections from previous pages ?

Best Regards
Federico