Is it possible to define default config entities in a single yml file?
According to Configuration Storage in Drupal 8:


  Configuration Entities must each be put into their own YAML files, and they should be generated by having the module write out its configuration (don't try writing them by hand).


So it sounds like what you're experiencing is indeed the expected behaviour, and for the time being at least, you'll need to separate each default entity into its own YAML file.