When you say "always one selected value" you're setting that behavior for the entire document, not just for one list box. That's intended. You aren't supposed to be able to sneak around the restriction by just creating another list box, particularly since even users can create list boxes.
I'm not sure exactly how I'd handle it, but I'm thinking I'd execute a macro when the field was selected. The macro would check which sheet you were on, and if you were on the sheet where you wanted to force always one selected value, it would handle it in some way, such as only taking the first selected value if more than one was selected, and selecting the first value on the list if nothing is selected. Something along those lines. The details are a little sketchy in my mind.