Thank you, rdenghel, you are right - I was just logging in to report that I found that this is a simple matter using the Harmony activity editor. It was easy. Any device can be excluded from the "all off" command.
I have a new problem - I assign X to the Ok button (not sure why that isn't done by default - perhaps therein lies a reason...?) and it doesn't work. The up, down, left, and right buttons are assigned and work great. Everything would be perfect if I could just get this last thing to work!