Sorry, but that does not agree with the excel object model.
The fact that a worksheet is selected cannot be reflected directly in the worksheet or in the workbook. As you know a workbook can be displayed in several Windows and in each of the Windows you may select a different group of worksheets. That's why this in a Windows property. In Window 1 you can have Sheet1 and Sheet3 grouped, but in Window 2 of the same Workbook you may have only Sheet5 selected. It makes no sense to ask if Sheet1 is selected unless you specify in which window.
You can also use the ActiveWindow:
Dim wsh As Worksheet
For Each wsh In ActiveWindow.SelectedSheets