How to reproduce:
1. Open attached project "Case_1140279_repro.zip"
2. Open "SampleScene" scene (in "Scenes" folder)
3. In the Hierarchy, select "Cube(5)"
4. Open Prefab Mode
5. Select 2 rightmost cubes with drag-select
6. In the Hierarchy, drag selected objects to "Cube(6)"

Expected result: No new GameObjects appear
Actual result: GameObjects from the loaded scene appear to be selected as well

Reproducible with - 2018.3.11f1, 2019.1.0b9, 2019.2.0a10

Notes:
1) When exiting Prefab Mode, if "Discard Changes" is clicked, those GameObjects that come from the scene are irreversibly deleted.
2) When an object with a gizmo from the scene is in the drag-selection area, there are no Transforms arrows.
3) It looks like when in Prefab Mode, the prefab is placed in the (0;0;0) position of the loaded scene. This means that if an object with a gizmo is in the (0;0;0) position in the loaded scene, it will be on top of the prefab in the Prefab Mode.
4) Not reproducible with 2017.4 because Prefab Mode was not implemented yet.