You should set HideSelection=False, on the Properties of the listView. If hideselection = true, then selected row in the list view dissapears only when it loses the focus, but no matter if the state of hideselection was true or false, when I clicked on a blank row (the rows below the data), the highlighted row didn't quite dissapear, it still kept the dotted border.
I don't think the listview has a property which sould keep always highlighted the selected row.