Why different behavior for CTRL + SHIFT + ARROW_DOWN in Excel

CTRL + SHIFT + ARROW_DOWN suppose to select the entire column to the end from where current sell downward but this behaviour is different for different columns in the same excel file.

For some columns, it works and select the entire data in the column to end.

There are certain columns where it only selects the next cell under only even though there is continous data.

There are other columns where it selects a range of cells but not all the way to the end of the file.

Why is different and what should I do if I need to select the column to the end of the file?

If this matters, CTRL + SPACE also has varied behavour, for some columns, it selects that column, for other columns, it selects a bunch of columns (instead of the single column).