Thanks, @bobber205 - This is something we are looking at (providing the ability to select activity types). This is not likely something we will do immediately, but we are always open to feedback like this!
RE: Why do we send all messages - We send all activities from an account - the main use case is, I use the Twitter app on my mobile device, but I want my bot to know I sent the message, or I want to ensure the message is visible in my social media management software which uses AAA to help me manage my interactions, etc. We err on side of over-communicating events.