I have no idea which Harmony you have, but on some models pressing the activity button twice does nothing, on others it acts the same as Help. When you press Help, it's going to send the opposite command to fix whatever it thinks went wrong. So if a device was on and uses power toggle commands rather than discrete commands, it will turn it off. So what you're seeing is normal. The question is why are you having to do this on a regular basis. You need to correct the root cause (poor LOS, using the OEM remote, etc.).

Other option is to contact logitech support and tell them to add discrete on and off to your Pioneer if possible.