I am not sure what version of Harmony you are using, but my (Harmony Elite I think) it doesn't work that way either on the remote.

You have activities called "Watch TV", "Play Radio" etc which fire a multitude of commands to various devices (in my case watching TV involves switching on the TV, the ...

Hmmmm updated to the last version (2.2259) seems to have fixed the problem, now been rocksolid for two days!

Thanx for the great work on this functionality, but it is giving me some issues (mentioned before)
Running on my raspberri pi 2 B+ I get this message every +- 3 minutes:

Tue Feb 10 21:06:30 2015 Error: Harmony Touch Ultimate hardware (2) thread seems to have ended unexpectedly
Tue Feb 10 21:06:51 ...