Manual focus points 40D

Try checking C.Fn III, 3: AF point selection method. Yours might still be on option 2.

0: Normal - Works by pressing the AF Point button and then the Multi-controller.

1: Multi-controller direct - Press the multi-controller to directly select an AF point (without first having to press the AF Point button). Pressing the AF button reinstates all AF points for auto AF point selection.

2: Quick Control Dial direct - turn the Quick Control Dial to select AF points. In this mode, AF points will not be displayed on the LCD panel.