>A better way to phrase it might be...why oxygen instead of Sulfur or Selenium? Because those are both in the same column on the Periodic Table, they have the same number of valence electrons and therefore can form double-bonds easily.

Certain bacteria for example, purple sulfur bacteria, use thiosulfate or hydrogen sulfide as a final electron acceptor instead of water. These are reduced into small grains of elemental sulfur instead. Others use various organic compounds like amino acids. These types of organisms are either obligate anaerobes which live in air-free hot springs that are rich in H2S, or else are microaerophilic, meaning they can tolerate low levels of oxygen but do not generally utilize it themselves. The latter live in relatively shallow, nutrient rich, stagnant ponds where there's an excess of organic materials. That is, the water has become stratified with a layer of oxygen poor, H2S rich water below a shallow oxygen rich layer on the surface.

These types of bacteria may predate the first oxygen-generating Cyanobacteria by hundreds of millions of years. The first photosynthetic organisms were non-oxygenic.

Selenium is vastly rarer in most environments. It wouldn't make sense to use it as a primary electron acceptor because it's rarity would be an extreme limiting factor on growth. Excess amounts of selenium are also toxic to most organisms. This is probably related to it's chemical similarity to arsenic.

>However, the obvious answer comes to mind at the same time: they're both solid at room temperature.

There are a number of bacteria that derive energy by oxidizing sulfur and/or various metal sulfide minerals into thiosulfate and sulfur dioxide. (Lithochemotrophs)