You are likely tagging MP3 files and have configured Picard to use ID3 v2.3. In this case multi-value tags are not supported. Best you try using ID3 v2.4, configure it in Options > Tags > ID3. If your player is supporting this well this is the better and more flexible option.
If your player has issues with ID3 v2.4 (which some still have), then you might be stuck with ID3 v2.3. In this case there is no support for multi-value fields, but you can configure the separator for your tags Options > Tags > ID3.