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.