That's how they all work unless you get a multi needle machine.. which is big and bulky and expensive.
You know you can get the Brother 780d for about $850 usually - and it has a 5x7 stitching field. It is embroidery only which to me is a bonus. I like having separate machines for it.
I have a Brother 4500d and it is A LOT bigger in size and weight than my Janome sewing machine so I'm happy that I only got the Brother for the embroidery unit ;) I really wanted that big horking hoop :D