For me is the biggest BUG in Cubase and I hope they will take this issue seriously.
When I press “solo” I want listen that track in “SOLO” and solo (in italian means alone). I don’t want to look for all the “solos” turned on to turn them off!!! If I have 30 “solo” ON they are not “SOLO” but “TANTI” (in italian means “more”). If “SOLO” is ON OFF switch… why “MUTE”??? please, or is ON OFF, so one button is enough (on green off gray)… or implement “SOLO” in correct way…beep…
You can turn all Solo and Mute off, as well as Write and Read Automation, from the top level menu in one click. No need to hunt down each soloed track. Then one more click to solo the track you want ‘alone’
Good advice there.
And respectfully- Cubase implements the SOLO function the same as any hardware mixing board I have ever touched. If you solo more than one track, all the solo’d tracks come through.
Changing it would be at odds with legions of engineer’s expected function. I vote NORMAL, NOT A BUG 
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As cameron206 wrote, this is normal behaviour. I have yet to come across a console that does this differently. If you want to step through tracks with an exclusive solo, Ctrl-click the solo button. This way, you do not “collect” several soloed tracks.
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I don’t think the proper use of the Italian language is the operating criteria here but rather the fact that this is how it works in studio environments. If you could only solo one track at a time it would be tedious. Just use option + click to turn off all solos.
Doesn’t tanti mean many and not more. Più means more. È vero? 
Or as Yngwie Malmsteen would put it: more is more.
Yea, I think you’re solo on this one …lol
This is how it works in the “real world”
But, that’s why Folders help.
The funny thing is you are complaining about what solo means yet also stating that you have multiple solo’s engaged.
So, about the meaning of solo…