You misunderstood Sam when he said ".... if you zoom". It's actually meant to zoom into the image using the magnifier view tool .
Here's the document at normal (100%) view after clicking the grid lines.... you'll notice I'm missing a few (almost exactly like what you encountered and then some).
But when I "zoom into" a section of the image (Top left corner)..../
.... You'll see that the grid lines are selected.
It's a Photoshop display thing. There's nothing wrong with PS but rather it's how it displayed the very thin, 1 pixel selections over the entire image. But it was there all the while....
Photoshop Gurus Tip :
To make creating the selection much easier, make sure you have SNAP enabled (click/press
SHIFT+CTRL+; or In
MENU>VIEW>Snap). Also ensure that the GRID or other elements in the layout are selected (
MENU>VIEW>SNAP TO>Grid). Press SHIFT (to enable adding to selection) and click next to a grid line and slightly drag into place (click and drag). The selection will "SNAP" unto the grid. Sometimes there's no need to drag as it will snap by itself.