Yeah - this is just the nature of a multi-select. The control is bound to a repeating field. When you make a selection in the control, it adds another instance of the repeating field and sets the value to the selected value. When you de-select an option in the control, the associated node is deleted. Because InfoPath has no rule-based way to add or delete repeating elements, this is not possible with rules, I'm afraid.
Hilary Stoupa
