Extract utility from graphics command does not support the use of Multi Lines for source graphics.
The suggested workaround is to convert the multi lines to line strings and then pick/filter on the line string. Harry Stegeman has made a macro to assist in this process which you can review here:
You might consider a tweak to the macro to remove the line which deletes the original multiline.
After save the macro to your desired loocation, you can run it by the key in macro Path\chglines.bas.
If a fence or selection set is active then it will be used. Otherwise, it goes into pick mode.
The results will be a linestring which matches the sylmbology of the original multi line.