Hair Particle Instance gives null object

I have big plane.(100 x 100). I have a sphere, 1 unit radius. I want to place multiple instances of this sphere on the plane. So what I did is, create a particle system of hair type for the plane, and then in the Render Panel, render as Object type, with the object Sphere. Uncheck Emitter, to hide the plane. All okay. Render as expected, no errors.

But when I click on one of these "instanced" spheres, scene.pick_object() gives me "null" . If emitter(that is plane) is made visible then it gives me "plane" even if I have clicked on a sphere instance.

Both sphere and plane are selectable and visible.

Is this a bug or am I missing something?

I don't have much experience with instanced particle systems but I suspect the particle objects are not treated as normal objects by the engine.
I am wondering if your objects was instanced using the instancing API, it might work with the pick_object() function.