why selecting a filled object by clicking anywhere in the object is not working?

I had the same problem and tried everything possible - watched the tutorials etc. Turns out it was my object for some reason and not Adobe Illustrator as I tried it with other shapes as well as creating new shapes and actions with other objects were working fine. 

I wasted so much time thinking it was the preferences.

Sometimes there are weird quirks that only by trial and error you figure them out. In my case - it was the properties of that one object that I copy-pasted and not settings in Illustrator. 

I hope that helps.

Is the option "Object Selection by Path Only" turned on in the application preferences?

If so, turn it off and try again.