Selective feeding isn't a problem in it's own right as a reason against muesli mixes. When feeding any animal, if they're able to pick and chose it means the total amount given is too high. However this balancing act is complicated with piggies by the fact that their dry food is only a small proportion of their daily intake compared to hay.
The way I see it, the main benefit with pelleted mixes is that you can buy a food which is more species-appropriate in terms of ingredients. The way muesli mixes work, a significant part of the ingredients will be grain or grain byproduct. While this is great for many other species of rodents, for guinea pigs their idea is the stalky and leafy parts of the plant. These stalky and leafy parts can be compressed into pellets, but physically cannot be present in high amounts in a muesli mix. Some mixes may increase their fibre content by having grassy or alfalfa pellets as well as grains present, or by having small amounts of loose forage, but these remain a small part of the mix overall.
So by feeding a pelleted diet, you are able to feed a food either low in grain/ grain byproducts, or one which is completely grain free. This is much more species appropriate, which is an aim to strive for
[Generally speaking, muesli mixes are more species appropriate (nutritionally and behaviourally) for omnivorous rodents kept as pets, while nuggets are more species appropriate for herbivorous rodents kept as pets. Piggies fall into the latter camp, but if you're used to the former than it can take a little while to readjust your head.]
