How to highlight left navigation when we select the list view

It doesn't seem possible out-of-the-box (OOTB) because SharePoint navigation highlights the menu item that matches the URL in the browser's address bar. When you switch views within a list, the URL only updates the view ID (e.g., ?viewid=xyz) without changing the base path. As a result, the navigation doesn't recognize it as a different page and doesn't update the highlight accordingly.

You can consider using an SPFx extension to detect the active view and dynamically apply CSS for navigation highlighting based on the current view.