This is because there are really three selection states:

• Deselected

No outline or origin shown:

• Selected

Orange outline and orange origin:

• Active

Yellow outline when also selected, yellow origin:

       Active + Selected                  Active + Deselected

The Active object is the one which is being edited, any changes in the properties region or edit mode etc. will always operate on the active object.
In your screenshot you'll notice that the camera is still active, even though it's not selected.

The Active object is usually the last object clicked with RMB. To avoid deselecting all other objects you can use ⇧ Shift RMB.

This is because there are really three selection states:

• Deselected

No outline or origin shown:

• Selected

Orange outline and orange origin:

• Active

Yellow outline when also selected, yellow origin:

       Active + Selected                  Active + Deselected

There is only one Active object. This object is the one which will be edited, if any changes are made in the properties region or edit mode etc.
In your screenshot you'll notice that the camera is still active, even though you deselected everything. To fix this,

The Active object is normally the last object clicked with RMB. To set the active object without deselecting all other objects you can use ⇧ Shift RMB.