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RE: Why can I buy but not sell Steem Power?
Steem Power wasn't designed to be tradeable. Steem was, and you can sell that. I think blocktrades are selling and delegating their own SP (they have more than 4.5 million SP, most of which is delegated, using their own system.
"Steem Power" and "Steem Power Delegation" are listed separately, implying that "Steem Power" is something other than delegation. If blocktrades are selling their own SP, that leaves the question of how the SP gets from their account to mine.
My guess was that they're using their own systems, not something generally available. I mean, they're blocktrades. Moving cryptomonies from place to place is what they do.