Activating one of the Microsoft Office Web Components is not the same as selecting the control. When you select the control, you're selecting the outer control. Once the outer control is selected and has the focus, you can move the focus inside the control to activate its contents. When its content is activated, you can set properties and work with the features of the control. For example, in a PivotTable list, you can move columns and rows, or work with its layout and data.
Once the content is activated, you can select different parts of the control to set properties for the selected part.