Natural selection is the action of the entire environment on any changes to the genome. In the case of selective breeding, humans are part of the selective pressure in an environment that is partly (sometimes almost wholly) controlled by humans. You can't think of us as something outside nature.

Even in these cases, though, there are other environmental pressures. Even the cleanest farm is swarming with microorganisms, some of which may become pathogenic.

Some organisms flourish in a constructed environment, when they would quickly die out in a different one, that lacked constant human intervention. That's not much different from organisms that require a particular diet, that die out when that diet ceases to be available. Or other organisms that flourished in the absence of predators, but quickly succumbed when they arrived. You might recognise giant pandas and dodos in there.