The one thing to know is that you'll still have to pass challenges to prove your control over the other domains when you renew the certificate. (You can't just prove that you still control one of them and then get the certificate renewed for all the rest of them.) However, what you want is possible, is allowed by Let's Encrypt, is regularly done by perhaps hundreds of thousands of users, and is supported by most ACME client software.
For example, in Certbot if you supply multiple -d options, you'll request a certificate that covers each of the listed domains. If you then use certbot renew, the certificate will be renewed for all of the covered domains.
No, it probably means that something is wrong in your configuration that needs to be fixed (which people on this forum might also be able to help you with). However, it’s not because of Let’s Encrypt’s policies.