Don, I've heard of this before, and it is confusing. If my thinking is correct, the problem has to do with how they are wired to the switch; parallel vs. series, in effect. Tried finding some info on this, but no luck. I'm tempted to say they can all work from one switch, but each needs it's own line feeding it. In other words the line from the switch would go to a junction box in the attic, and then branch from there to each fixture.
Not totally positive on this; maybe the mention of it will jog someone else's memory to verify the idea.