We have investigated the activity of counter-ions at 60 degrees C through the osmotic coefficient K in solutions of anionic and cationic polyelectrolyte complexes of variable compositions. For excess of polyanion in the complexes (molar fraction of polycation f < 0.5), K increases as the polyanion is neutralized by the polycation (f getting closer to 0.5). By contrast, for an excess of polycation (f > 0.5), K stays constant or even slightly decreases as the polycation is getting neutralized by the polyanion. This asymmetric behavior depending on the charge of the complexes indicates that the globally negatively charged complexes are homogeneous and can be treated as a single polyelectrolyte of reduced linear charge density. On the other hand, the positively charged complexes show a micro-phase separation between neutral fully compensated microdomains and domains where the excess polycation is locally segregated. These two different microstructures are reminiscent of the coacervation and segregation regimes observed at higher concentrations and salinities, and also of polyelectrolyte complexes with oppositely charged surfactants. This interpretation is supported by two simple predictive models.