Fixed in 1.8.7.3. The issue comes from selecting "red objects/textures", objects/textures that cannot normally be selected because their resources aren't found in your current GRF(s). But by clicking on the "guildhall.gnd" node, it selects everything anyway. If you want to extract everything, I'd recommend adding more resource GRFs:
(Version 1.8.7.3 also allows to read Alpha GRFs, for anyone interested...)