Format button 'on press' doesn't work Desktop

[AndyDD_UK]

I've inserted a rectangle and using it as a button which I'm using for a bookmark on my desktop report.

I've formatted it for default selection (grey fill), hover (light blue fill) and 'on press' as blue fill. 

As default it's grey (so that works), on hover it's light blue (so that works) but it remains as grey when I select it.

I've tried it as a published and it's still light grey.

How can I fix this ? Thanks

My desktop is June 2022 (company policy)

[themistoklis]

@AndyDD_UK 

When you say select ... do you mean when you click on it?

When you click on it then it should become blue and upon releasing the mouse button it should become grey

[AndyDD_UK]

Yes...when I say select, I mean clicking on it.

Clicking on it does not make it blue...and it should