The difference between testing a module and testing a component
A module, as you know, consists of one or more components and a component may call other components or imports. When you do Test Component (by right-clicking on the component) the integration test client tests only the component that was selected. The other components, imports, and exports are emulated, which means that you need to enter values that you want the components, imports, and exports to return.
If a user selects Test Module, the integration test client will automatically emulate anything that can't be called including unimplemented components, imports with no bindings, and references that aren't wired.