Versions tested: 2023.3.0b5

Steps to repro:

1) Create an empty HDRP project

2) Create any VFX graph and drop it into the default scene

3) Marquee select it along with any other scene object (sun light in my case) 

4) Observe when multi selected, editor throws an exception about missing component

Stack trace:

MissingComponentException: There is no 'VisualEffect' attached to the "Sun" game object, but a script is trying to access it.
You probably need to add a VisualEffect to the game object "Sun". Or your script needs to check if the component is attached before using it.
UnityEngine.Object+MarshalledUnityObject.TryThrowEditorNullExceptionObject (UnityEngine.Object unityObj, System.String parameterName) (at /Users/bokken/build/output/unity/unity/Runtime/Export/Scripting/UnityEngineObject.bindings.cs:828)
UnityEngine.Bindings.ThrowHelper.ThrowNullReferenceException (System.Object obj) (at /Users/bokken/build/output/unity/unity/Runtime/Export/Scripting/BindingsHelpers.cs:61)
UnityEngine.VFX.VisualEffect.get_visualEffectAsset () (at <91fec0fc12c945fba1f734bac7012647>:0)
UnityEditor.VFX.UI.VFXViewWindow.AttachTo (UnityEngine.VFX.VisualEffect visualEffect) (at ./Library/PackageCache/com.unity.visualeffectgraph/Editor/GraphView/VFXViewWindow.cs:210)
UnityEditor.VFX.AdvancedVisualEffectEditor.AutoAttachToSelection () (at ./Library/PackageCache/com.unity.visualeffectgraph/Editor/Inspector/AdvancedVisualEffectEditor.cs:744)
UnityEditor.VFX.AdvancedVisualEffectEditor.OnHierarchySelectionChanged () (at ./Library/PackageCache/com.unity.visualeffectgraph/Editor/Inspector/AdvancedVisualEffectEditor.cs:160)
UnityEditor.Selection.Internal_CallSelectionChanged () (at /Users/bokken/build/output/unity/unity/Editor/Mono/Selection/Selection.cs:38)