add a way to make the lasso selection of a plotly express scatter_matrix restrictive instead of additive

When creating a scatter_matrix using plotly express:

import plotly.express as px
df = px.data.iris()
fig = px.scatter_matrix(df,
    dimensions=df.columns[0:4],
    color=df.columns[4])
fig.update_layout(
    autosize=False,
    width=1200,
    height=1200,
)
fig.show()

then highlighting a subset of the data using the lasso or rectangular selection tool also highlights the corresponding points in the other graphs.

However, when marking points in two plots I would often prefer that not the union of those are highlighted but the intersection. In the example image below this would mean that only a few red and green points are still visible/highlighted, but no blue points.

This is the feature I would like to have: A way to control whether the union or the intersection of all selections are highlighted.

Start by tracing how lasso and rectangular selections are propagated across the scatter_matrix example in plotly.js. Define and implement a way to choose union or intersection behavior, then verify that selections in multiple plots highlight exactly the requested combined set.