That is bizarre, usually they won't double up on trade depots ever ever. They used to take a very long time to load goods if you didn't trade any bins with them, leading some people to make several trade depots for different caravans, as the humans could still be packing up while the dwarves arrived next season, and so on. But back then, they would refuse to use a trade depot another group of traders were already "using", thus multiple trade depots would sometimes fix the problem...
I think you may have found a genuine new bug, this time.
Playing with the Masterwork mod, which can add a lot of different trading civilizations, it is easy to get multiple trader caravans in a single depot. It might not have been the case in previous versions but at this point the base engine is certainly capable of handling multiple trade caravans per depot. And I mean multiple active trade caravans, not just one unloading while another loads. You can select which caravan to trade with. That's not something a mod can change.
Multiple trade depots are still bugged, last time I checked. You can get the wagon based traders going to one while the animal based traders go to another, making it very difficult if not impossible to trade.