The activity type you choose for your exercices has only influence on the look of the data you can then view in Garmin Connect. At some activities you want to see the map (outdoor activites), speed (bike), 1km/1mile pace (running, walking,...), or 100m/100yards pace (swimming), ascent/elevation (besides outdoors activities, also the floor climb), HR, position (yoga), etc., etc..... so just select the activity type whose data screen meets your needs, or create a custom activtiy type, if you prefer.
The selected activity type will have no impact on the Calories burned during the exercise, if that was your concern. Those are not depending on the choice of the sport, they only depend on your heart rate data.
