Yeah, I definitely see what you mean! This is how spaCy currently handles it so we tried to express that 1:1 in Prodigy. There's always this trade-off between handling stuff automatically under the hood and being a bit magical, and trying to be too clever / too magical and complicating things this way 
Like, an alternative would be to automatically use the textcat_multilabel component undert the hood if there's only one label but this can potentially lead to unintuitive results. Or we could add a second label automatically, but this introduces the question of how to name it.
I'll definitely keep thinking about this, though – maybe there's a compromise and we can handle this better in Prodigy!