Reason is that, at least to me, you misunderstand concept behind this.
One account as one main mail address and may have additional alternate mail addresses, all mail being received will drop in mailbox matching main mail address.
If you want mails to be delivered in different mailboxes, then you have to create different accounts.
If receiving in one single mailbox is fine, then create one account, select main mail address and add additional mail addresses (alias) from other domains.