How to change the active goal for Bioshock Remastered (PC)

I'm playing Bioshock Remastered for PC (via Steam). I'm in Acadia and I've just been given the 'Invent the Lazarus Vector' quest. This quest has two parts, and it helpfully flashed up a tutorial message indicating that this is a multi-part quest, and that you can set the active goal via the Map screen to track each individual part. It might have said more — but I kind of just clicked through after getting the gist.

So I pop open the Map screen (M) and then I go to the 'goals' section. I see there are two parts — obtaining distilled water, and obtaining enzyme samples. There are little arrows next to the 'Invent the Lazarus Vector' goal, which means (I presume) that it is the active goal.

However, there doesn't seem to be a way to actually change the active goal. If I click on either of the sub goals, I can see details about it, but there only available option on that screen is 'back'.

If I go back to the Map screen and click hint, it says 'No Active Goal'.

I did some googling, and the only forum post I found mentioning a potential solution involved plugging in an X-Box controller and using it to select the active goal using the controller key bindings. I don't own any console, nor controllers, so this isn't an option for me. Though I did double-check the keybindings to make sure there wasn't an unbound option that I had not set, but no dice.

How do I change the active goal?

(This is my first play through — please no spoilers! I don't want a walk-through or explanation on how to solve the quest, I just want to play the game it was intended to be played.)