There is no kind of associated provenance information available.
For one thing, selections do not have to originate from glyphs at all, they can be created programmatically by simply assigning to the selection indices. You could imagine having a selected.last_selector property that a glyph could set with itself to indicate it made the last selection. But there’s nothing to stop anyone from just setting the selection indices in code sometime later, and which point the old value of last_selector is still there, but would be a lie. So that would just too unreliable and invite problems.
Another option is that selection events could potentially include this information, and that is because events (as opposed to properties) are “fire and forget”. There’s no chance for the value to be “out of date” because it only exists on the event, which only happens once at the time the selection is made. This is a possibility nowadays because the concept of events was added in the last few years, but it was not possible at the time sources and selections were originally implemented.
Please feel free to open a GitHub development discussion to raise the possibility of adding this as a feature. Unfortunately, I don’t have any good workaround to suggest for the immediate term.