This was true back in the mechanical era when a drum was used for control; you physically could not engage multiple directions as green at the same time. I do not believe this is the case now that control is done with software/firmware.
The controllers may be able to order it but the lights are supposed to be wired so it's impossible. E.g. grounding the green lights thorugh the cross direction green lights so you can't illuminate green in all directions at once. Or something along those lines.
Example Controllers: http://www.mccain-inc.com/controllers.html