The multicursor feature used to work very well for me when using Xubuntu. I recently installed Lubuntu and very disappointedly I realized that the feature does not work here.
In a multi line piece of text/code I used to go to some point and then press the key combination Shift + Alt + arrow (up/down). This created new cursors in the direction of the arrow.
It seems gone, and maybe it does not work in LXDE? Is there a way to port the functionality in Lubuntu if that is the case?
There are a few reasons why this could be happening. The most likely is you have a system shortcut that is overriding the Sublime Text one. Go to the Keyboard Shortcuts section in your System Settings app and make sure none of them use this key combination.
The key combo could also have been overwritten in Sublime itself by a plugin. To see what (if any) action is assigned to this key combo, open Sublime's console (View → Show Console) and run the following command:
sublime.log_commands(True)
Now, with the console still open, click in the text of the open file and hit AltShift↓ - you should see
command: select_lines {"forward": true}
if the command was working properly. If nothing shows up, the issue is most likely with a system override as discussed above. If something else shows up, it's probably from a plugin.
To find out what plugin it might be, install the FindKeyConflicts plugin and run FindKeyConflicts: (Direct) Conflicts to Buffer from the Command Palette (CtrlShiftP). Search through the resulting file to see where else this particular key combination is defined.