How To Apply Conditional Format To A Range With VBA

I recorded a macro in which I applied a conditional format to a range (the selection).But, when i replay this macro, the conditional format is only applied to the first cell in the range. This can be seen in the "Manage Rules" dialog of Conditional formatting, where the "applies to" column shows only one cell, even though a range of cells was selected by the code.

I set a breakpoint at the first line of code here, and confirmed that the selection is correct, and indeed it is, as in the immediate window, ?Selection.Address correctly gives "$O$6:$O$21".

[BRK, Selection.Address="$O$6:$O$21"]
Selection.FormatConditions.Add Type:=xlExpression, Formula1:= _
"=O6/(O6+P6)>25%"
Selection.FormatConditions(Selection.FormatConditions.Count).SetFirstPriority
With Selection.FormatConditions(1).Interior
.Pattern = xlGray16

[code]....

why the conditional format ends up only applied to cell O6 after the code runs?

"How can i apply a conditional format to a range of multiple cells, based on an expression, using VBA?"

Note that my range is within a PivotTable (but still, this works fine in the UI when i record the macro and the conditional format is correctly applied to the entire selected range).