A good question and one which needs to be constantly addressed in the specification!
Our approach is that when we complete the CALIB/SENS statement, that sensor becomes the active selected sensor. This is the safest approach. There is no reason why SNSLCT/SA(label) can't be issued afterwards, but it would be redundant.
I agree with Henri, that an SIR is in order to state that "the calibrated sensor becomes the active sensor upon completion of a CALIB/SENS statement".