select_referenced_feature.py

'''
QGIS macro to enable selection on referenced geometry layer from
referencing geometryless table in a Project with Relations.

How it works:
1. Enable macros for the QGIS Project
2. Paste this code in Project->Macro
3. Save the Project.

Note: The QGIS project must have relationship between tables.
See https://goo.gl/w4NMZJ on how to create one-to-many relations.
'''

from qgis.PyQt.QtCore import QSettings
from qgis.utils import iface, reloadProjectMacros
from qgis.core import QgsFeatureRequest, QgsProject
from functools import partial


def openProject():
    def selectionChanged(rl, fts):
        referencingLayer = rl.referencingLayer()
        referencedLayer = rl.referencedLayer()

        ids = []
        request = QgsFeatureRequest().setFilterFids(fts)
        for f in referencingLayer.getFeatures(request):
            ids.append(rl.getReferencedFeature(f).id())

        referencedLayer.selectByIds(ids)
        iface.setActiveLayer(referencedLayer)

    rM = QgsProject.instance().relationManager()
    rls = rM.relations()

    for rlid, rl in rls.iteritems():
        referencingLayer = rl.referencingLayer()
        referencingLayer.selectionChanged.connect(partial(selectionChanged, rl))

def saveProject():
    s = QSettings()
    s.setValue("qgis/enableMacros", 3)
    reloadProjectMacros()

def closeProject():
    pass

@nformica, I managed to test the macro on Ubuntu-16.04 (64bit) QGIS 2.18.6 and has worked fine for me. So, the error you are getting could be a local problem.
Also, you could test if the following code work fine for you in python console:

from qgis.utils import reloadProjectMacros
reloadProjectMacros()