What version of InDesign are you using? Beginning with InDesign CS5, you can select, move, lock, etc. objects on the Layer panel similarly to the way you do it in Illustrator.
CS 4. It's perplexing to me why you can't, considering that I use CS 4 for Illustrator. Having the ability to use paths is essential for me in Illustrator, so why not InDesign?
Even with InDesign CS5 and above, there are occasions where I find the representation of objects in the Layers Panel something strange.
If you place an Image, you have to alt + click to select the image itself and not its container object. The container object is not shown as distinct from its contents (the image).
And it's getting really weird, if you paste an image (I mean the container of the image together with the image) into a rectangle. Explain that to a novice! It's hard enough to teach, that placed images always have a container object and cannot stand alone ;-)
How it is (an image pasted inside a rectangle):
How it should be shown (in my oppinion).
This screen shot is made up with PhotoShop:
"Ebenen" is "Layers", "Grafikrahmen" means "Graphic Frame";
I'm using a German UI here.