I’m also using a Wacom One, but I can hold the CMD key to select multiple Layers. Basically, what Sketch does is take the input in the macOS, so if it’s supported by the macOS, it’s supported by Sketch.
I wonder if this could be due to the drivers installed on your system, so perhaps you can try updating/reinstalling them (you can download them here, and I can see they released a new version less than one month ago).
Also, do you have any other hardware connected to your MacBook? Any external monitor or anything that may be interfering?