Is there a difference between "being selected" and "being pre-selected"?

A pre-selection is the stage before the main selection. In your case they made a pre-selection of items, out of which a final selection will be made.

Pre-selected items are already selected items.

I am not a native English speaker. In my mind, the term pre-selected, aside from its implicit implying that the selection process is a multistage one, gently stresses that the selection in the first round is not a definitive result, while if the term selection is used instead any act of selection is definitive and irreversible.

Preselect and preselection can be used in a number of different ways, which are all compatible with the general meaning of selecting in advance.

The first way of using these words is presented in the already posted answers on this page. Preselection may be the process of narrowing down the list of options to a shorter one, from which the choice is to be made later. The word is typically used in this way when the two stages of the process are performed by different decision makers; the preselection is usually intended to make things easier for those who have to make the final decision.

The second way of using these words is for a selection that takes place earlier than would otherwise be expected. An airline may thus refer to the passengers' selection of seats at the time of booking as 'preselection', because it takes place before checking in, when seat selection has traditionally taken place. That way of using it is unlike the first one, in that there is no expectation of any further selection.

Sometimes preselection is used in a way that is effectively a hybrid of the first two: the preselected options are presented to somebody who has to make the final decision (as in the first way), but that decision maker is expected to merely rubberstamp the preselected options and (as in the second way) not make any further selection out of them.

With respect to all these ways of using the word one may wonder whether preselection is the best term for what is intended. Something like creating a shortlist, although somewhat longer, probably conveys much more clearly what is meant by the first way of using the word. The second way of using it can usually be replaced by selection; the context will usually make it clear when the selection takes place, so pre- is unnecessary (and if the context does not make that clear, pre- doesn't help). Preselection can be misleading when used in the third way; something like selection, subject to so-and-so's approval is likely to be much clearer.

Isn't everything selected also pre-selected by definition? Yes.

Where the phrase involves the word 'selected', the event has happened in the past.

However, in this instance it is the act of selecting something which has, for whatever reason, previously been through a process of selection: this previous occasion causes the "pre" to be included.