For more details: Im trying to select the inner edge of the sphere (orange highlight) but Alt-shift clicking doesn’t work and it is kinda mentally torture to manually select it 
Edit: I tried to merge it by distance and alt-shift selecting the edge works suddenly 
Meshmachine addon has this function. It’s kind of expensive. There is also another addon, but i forgot the name. It was posted here on blenderartist
Because the boolean difference operation of a sphere with a sphere you used here may produce n-gons, a pure loop selection might not work. You may use merge by distance before selecting the “loop”.
