No, it isn’t selected. It’s active. Active object in Blender doesn’t have to be selected. And this is not something that you can “just” change, it’s core functionality.
Blender doesn’t keep track of object selection order, except for setting the active object (i.e. last one you clicked or shift+clicked, etc.), nor do bulk selection operations (box, lasso, circle) - where there’d even be no sense of “last” selected object.
Active object is the one you see the properties of, it’s the source of current mode, of linking operations, can be the target of snapping and a few other transform operators.
Yes, it does require extra clicks, but it is what it is.