Well, I found a reference for the reaction between $\ce{SeCl4}$ and alkenes (Ref.1). The authors have discussed the preparation of organic selenides and their dihalides by addition of selenium halides to an unsaturated linkage. They were interested in the reaction because it produces compounds having reactive halogen on the $\beta$-carbon atom. Because I don't have access to J. Org. Chem. at home (working at home due to COVID-19), I didn't see the whole picture of the reaction. Yet, by reading the first page available in the journal website, I assume that, although it is possible to have dihalide products, the major product might be the helo-selenide (similar to a chloro-hydrin) by electrophilic addition to an alkene starting compound.
My assumption was supported by the another article, which is in German! (Ref.2) The abstract reads:
Selentetrachlorid wirkt bei vollständigem Feuchtigkeitsausschluß auf organische Substanzen chlorierend ein. Bei Anwesenheit von Spuren Feuchtigkeit werden selenorganische Verbindungen gebildet, wahrscheinlich durch die Entstehung von Selenoxychlorid aus Selentetrachlorid und Wasser. Aus salz‐ bzw. bromwasserstoffsaurer Selendioxyd‐Lösung und einer organischen Komponente kann man leicht und sauber selenorganische Verbindungen in wäßrigem Medium herstellen. Schwefeldioxyd‐ bzw. Tellurdioxyd‐Lösungen geben unter gleichen Bedingungen keine schwefel‐ bzw. tellurorganische Verbindungen. Ferner findet keine Bildung von selenorganischen Verbindungen statt, wenn man $\ce{SeO2}$ in anderen als den oben genannten Säuren löst. Tellurtetrachlorid bildet mit organischen Substanzen nur unter Feuchtigkeitsausschluß tellurorganische Verbindungen.
The Google translation: With complete exclusion of moisture, selenium tetrachloride has a chlorinating effect on organic substances. In the presence of traces of moisture, organic selenium compounds are formed, probably due to the formation of selenium oxychloride from selenium tetrachloride and water. From hydrochloric or hydrobromic selenium dioxide solution and an organic component, organic selenium compounds can be easily and cleanly prepared in an aqueous medium. Sulfur dioxide or tellurium dioxide solutions do not produce any organic sulfur or tellurium compounds under the same conditions. Furthermore, there is no formation of organic selenium compounds when $\ce{SeO2}$ dissolves in acids other than those mentioned above. Tellurium tetrachloride forms organic tellurium compounds with organic substances only when moisture is excluded.
The translation explains clearly why both products (di hal compound and halo-selenide compound) are possible. Funk and Papenroth have later described the dissolution of primly saturated aliphatic hydrocarbons with selenium dioxide and hydrochloric or hydrobromic acid in an aqueous medium, which is believed to be an oxidation condition (Ref.3).
Further, if the mechanism of the reaction of $\ce{SeX4}$ and an alkene follow the same mechanism as the reaction of $\ce{SeX2}$ and an alkene (Ref.4 and 5), then the intra-molecular cyclization with an appropriate group is possible, even if it is a five-membered ring (e.g., Ref.5 and 6). However, cyclic compound is not a halo compound, but a selenide.
It is note worthy that the products similar to major product from Ref.1 (that's what I believe) have been achieved by the reaction of $\ce{SeX2}$ ($\ce{X = Br, Cl}$) and alkenes (e.g., Ref.4 and 5). An example is depicted below (From Ref.4):

References:
- Reed F. Riley, J. Flato, D. Bengels, "Addition of Selenium and Sulfur Tetrachlorides to Alkenes and Alkynes," J. Org. Chem. 1962, 27(7), 2651–2653 (DOI: https://doi.org/10.1021/jo01054a513).
- H. Funk, W. Weiss, "Über die Umsetzungen der Tetrachloride des Selens und Tellurs mit organischen Stoffen und Über ein einfaches Verfahren zur Darstellung selenorganischer Verbindungen in wäßrigem Medium (The Google translation: About the reactions of the tetrachlorides of selenium and tellurium with organic substances and about a simple process for the preparation of organic selenium compounds in an aqueous medium)," Journal für Praktische Chemie 1954, 1(1-2), 33-40 (DOI: https://doi.org/10.1002/prac.19540010104).
- Herbert Funk, Wolfgang Papenroth, "Darstellung Selenorganischer Verbindungen in wäßrigem Medium (The Google translation: Representation of organic selenium compounds in an aqueous medium)," Journal für Praktische Chemie 1959, 8(5-6), 256-263 (DOI: https://doi.org/10.1002/prac.19590080502).
- Vladimir A. Potapov, Maxim V. Musalov, Evgeny O. Kurkutov, Vladimir A. Yakimov, Alfiya G. Khabibulina, Maria V. Musalova, Svetlana V. Amosova, Tatyana N. Borodina, Alexander I. Albanov, "Remarkable Alkene-to-Alkene and Alkene-to-Alkyne Transfer Reactions of Selenium Dibromide and $\ce{PhSeBr}$. Stereoselective Addition of Selenium Dihalides to Cycloalkenes," Molecules 2020, 25(1), 194 (17 pages) (DOI: https://doi.org/10.3390/molecules25010194).
- Maxim V. Musalov, Vladimir A. Potapov, Evgeny O. Kurkutov, Maria V. Musalova, Alfiya G. Khabibulina, Svetlana V. Amosova, "Regio-selective syntheses of bis(2-haloalkyl) selenides and dihalo[bis(2-haloalkyl)]-$\lambda^4$-selanes from selenium dihalides and 1-alkenes and the methoxyselenenylation reaction," ARKIVOC 2017, (iii), 365-376 (DOI: https://doi.org/10.24820/ark.5550190.p010.351).
- Scott E. Denmark, Michael G. Edwards, "On the Mechanism of the Selenolactonization Reaction with Selenenyl Halides," J. Org. Chem. 2006, 71(19), 7293–7306 (DOI: https://doi.org/10.1021/jo0610457).