What happens if you select the face and then use GetSelectedObjectsComponent?
Selection also fails. Select4 returns false.
I found the problem.
Found this in the documentation: "When you create a sketch relation, an internal entity may also be created to define that sketch relation."
So what happend was that SolidWorks created a internal entity for the relation of the sketch to the face. So GetReferenceEntity gives that internal entity, which does not belong to the component. Thats also why it can't be selected.
I solved this by getting the sketch relations with the SketchRelationManager and got the relation to the components face by using GetDefinitionEntities2. From there i finaly get the component by using GetComponent on the definition entity.
It's a little bit messy code but it works.
Took me quite some time to get how relations work with the relation manager, it wasnt easy for me.