You are right that this is currently not consistent. The direct click only works on clickable items that have enabled the EyeX direct click. Using the SDK you can use activatable interactors to make buttons and links clickable in your own app.
To make the EyeX direct click more readily available, we are also mapping different existing applications to use the EyeX direct click. With our EyeX for Windows trial product that is currently included in the EyeX engine download, we are only just starting to provide such mappings for Chrome and a handful of Windows 8 apps. Just so you can get a feel for how it works. Glad to hear you like it where it works! But sorry that we have not enabled it everywhere just yet.
We are working hard to make the overall experience more consistent, and there are some pretty exciting things coming up in a not too distant future.