The big problem isnt that you need to set the quest as active, i figured that out in seconds as well. You also need to set the category of quest as active, ie Misc, if you dont put the category as active you wont get any waypoints.
Yeah - I think it's a little mistake that Bethesda forgot to iron out. No doubt it'll be patched out before long, because it makes no sense to have to activate the quest itself AND the quest category. If you activate the quest, the category should automatically be activated too.
I think this only happens for quests under the "Miscellaneous" category though, right? Because you can't activate individual parts of the quests that have their own category name.