There is an option to comment on a range of lines in file on github, see How to refer to a specific line or range of lines in github?
But is there similar option to
To reference multiple lines click on a line number in the diff view, hold shift, and click on a second line number. The URL of the page will update and can be shared with fellow contributors.
To leave a comment referencing multiple lines click and hold to the right of a line number, drag, and then release the mouse when you’ve reached the desired line.
Multi-line comments have arrived! Git has introduced new feature today for multiline comment please have look
By click on +
icon and then drag to multiple lines
https://twitter.com/github/status/1179101186437324801
The multiline comment feature is now available on GitHub. Enjoy!
Since Oct. 2019, Nat Friedman (CEO of GitHub) declares that feature available
(And, see below, since Feb. 2020, multi-lines comment reference is possible)
It isn't possible to comment on multiple lines in a pull request review at GitHub. I hope they will create a new feature where this is possible.
But what you can do, there is a little (time consuming) workaround:
If you go in to the code, in the branch with the changes, you can select multiple lines and then copy a permalink for those lines. When you paste this link into your review comment, it will be shown as a code snippet.
For more, read this: https://help.github.com/articles/creating-a-permanent-link-to-a-code-snippet/
Update Github has released a new feature where this is possible. See VonC's answer :-)