The system runs highlighted part only. If you accidentally selected part of a SQL query (like the example below), you would get an error message because only the highlighted part was received. To avoid that issue, please make sure either the whole query or nothing is selected before clicking on the run button.
There are some benefits of running highlighted part only. For example, if you have nested queries, you can select a sub-query and run it separately. Or you can use the editor tool as a workplace, write a test query, select it to run and then delete it. In that case, you don’t need to open multiple windows for temporary queries.