Note: I am not sure of this
(never tried it) but the Harmony learning tool may set
this internal flag to continuous, if the command name
starts with "Volume..." or "Channel..." and is initially
mapped to a hard key.
Good idea, but if I do that I can't add them to any activities as they'll be the wrong type (eg, not light controller). I'll just learn another command and ask them to set the continuous flag on it. Didn't know they'd do that sort of thing, seems something they should have in the interface!
Everything else is slotting into place - finally understand the activities thing, and I'd been using devices when I should have been assigning things to activities and using them instead.