cberg,
I have been having the same problem with the mullions deselecting when you click the move by tool and actually created a curtain wall system today. My process was to view the model in open gl front view, scroll in so that I have the mullion I want to move and the object I want to snap to on the same screen (door, line, whatever) then to select the curtain wall, then select the edit curtain wall tool, then scroll over the mullion till it turns red, I then roll over and snap to the edge of the mullion while making sure it is still red, click at that point, keep the mouse button down to drag and snap to the desired end point.
Hope that helps!