From my understanding, this is the expected behavior. To indent a single line, you'd need to either:
- place cursor at beginning of the line and then tab
- select the entire line (Mac: Command+i, Windows/Linux: Ctrl+i) and then tab
- use the indent line command, which can be done with the words selected as shown in your GIF (Mac: Command+], Windows/Linux: Ctrl+])
There may be an extension available that gives you your desired behavior, though.