I see this is an old question, but it is the only somewhat related question that I could find to my issue, which is similar to what you describe.
I assume you are referring to when using Managed Navigation with SharePoint, and in my case SharePoint 2013.
In my case, when using Managed Navigation with a termset, and navigating to a page that had a friendly URL configured for it, then the 'selected' CSS class would never get applied to the HTML - it was completely missing (except on the homepage/site root page.
There is a setting in the Term Store Manager, for one of the terms, under the 'Navigation', called 'Associated Folder'.
If you set that folder to the same folder of your friendly URL, then finally the 'selected' CSS class is output by SharePoint - yay!
Props to this article, which is where I found the solution: http://sadomovalex.blogspot.com.au/2013/04/managed-metadata-navigation-and.html