As of today (actually the June 2023 update, or 1.80), there's a setting that controls this exact behaviour, namely "editor.smartSelect.selectSubwords"; if you set it to false, itthe editor will select the whole word the first time you expand the selection without paying attention to subwords in camel case (or any other case for that matter).
Still, I have to say I appreciate the ingenuity of the other answers - there's a lot that can be done with macros and when clause contexts.