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.

Beginne damit nachzuverfolgen, wie Lasso- und rechteckige Auswahlen im scatter_matrix-Beispiel in plotly.js weitergegeben werden. Definiere und implementiere eine Möglichkeit, das Verhalten für Vereinigung oder Schnittmenge auszuwählen, und überprüfe anschließend, dass Auswahlen in mehreren Diagrammen genau die angeforderte kombinierte Menge hervorheben.