Press Space with the relevant checkbox highlighted.
I think this is a grub problem (insufficient (& rather non standard (?)
instructions to select options!).
This list deals with the upstream GRUB code. The problems you are
having are with the Debian packaging (or, more strictly, with debconf's
dialog frontend, which isn't a part of the Debian GRUB packaging at all
although it does make use of it due to Debian packaging standards). I
appreciate that it is not always easy for a user to tell the difference,
but that is why I am advising you.
The problem with having the dialog advise you to press Space is that the
method for selecting a checkbox varies depending on the frontend in use.
Many people will be using (e.g.) the GNOME frontend and if I made the
packaging advise you to press Space then this would make no sense to
them.
If you wish to continue this discussion, then perhaps you could file a
Debian bug report on the grub-pc package? It's not really on-topic for
this list.
Cheers,