In Windows 10, by default command prompt windows have the option "Enable line wrapping selection" enabled.
This is the new selection type introduced in the Windows 10 command prompt, and is what's causing the difference you see.
If you right-click the command prompt's title bar, and select Properties, you can disable it under the "Options" tab:
Once you disable that, it will go back to the old way of doing a block-select.
If you only occasionally want block-select, you can leave it enabled and then hold Alt while selecting with the mouse to temporarily switch to block-select mode.
For more information on the changes in the command prompt in Windows 10+, check out this Microsoft article:
What's New in the Windows Console in Windows Server 2016 Technical Preview