  PHENIX presents a simultaneous measurement of the production of direct
$\gamma$ and $\pi^0$ in $d$$+$Au collisions at $\sqrt{s_{_{NN}}}=200$ GeV over
a $p_T$ range of 7.5 to 18 GeV/$c$ for different event samples selected by
event activity, i.e. charged-particle multiplicity detected at forward
rapidity. Direct-photon yields are used to empirically estimate the
contribution of hard-scattering processes in the different event samples. Using
this estimate, the average nuclear-modification factor $R_{d\rm
Au,EXP}^{\gamma^{\rm dir}}$ is $0.925{\pm}0.023({\rm stat}){\pm}0.15^{\rm
(scale)}$, consistent with unity for minimum-bias (MB) $d$$+$Au events. For
event classes with moderate event activity, $R_{d\rm Au,EXP}^{\gamma^{\rm
dir}}$ is consistent with the MB value within 5\% uncertainty. These results
confirm that the previously observed enhancement of high-$p_T$ $\pi^0$
production found in small-system collisions with low event activity is a result
of a bias in interpreting event activity within the Glauber framework. In
contrast, for the top 5\% of events with the highest event activity, $R_{d\rm
Au,EXP}^{\gamma^{\rm dir}}$ is suppressed by 20\% relative to the MB value with
a significance of $4.5\sigma$, which may be due to final-state effects.
