You can queue for multiple things at the same time. You often have to click "Clear Selection" before selecting your duty if you don't want this to happen.

It usually only happens to new players going through the MSQ. Once you've cleared all the duties in the game, all that is left is roulettes (and you can only select 1 roulette at a time) and new content, so it doesn't usually happen anymore after you are caught up to current content.