When all AF points are active the camera generally focuses on the closest part of the scene that is covered by an AF point on the assumption that that is the subject. As far as I am aware this appears to hold true for all makes...

In some circumstances the camera may preferentially focus on a part of the scene which has particularly good contrast (especially in low light or with a low contrast subject).

When all AF points are active the onus is on the user to check whether the camera has selected the correct portion of the scene as the subject (I presume the E520 has AF point indicators as per most cameras). You may find that sometimes more than one AF point is indicated as being in focus. I find this seems to depend on the nature of the scene (it's inherent 'depth') the selected aperture, the focal length of the lens (my 10-20mm is particularly prone) and the overall lens/subject distance. The camera is indictating that all the parts of the scene covered by the selected AF points are within what it considers to be acceptable focus. In some cases this may be sufficient for the purpose but if critical focusing is required on a specific subject it's always better to preset the AF to a single point.

Like many people (especially those of us that started with split image focussing) I tend (or at least try...) to leave the AF on the centre point as a default condition as it's much quicker to focus and recompose when that momentary opportunity arises...