STM32F4 ADC: Dual interleaved + Independent
In the application note you linked, page 9 says, in the context of dual mode: 


  In some devices, there are up to 3 ADCs: ADC1, ADC2 and ADC3. In this case ADC3
  always works independently, and is not synchronized with the other ADCs


Unfortunately Cube can only expose a small subset of the capabilities of the MCU, and in this case it seems that the ADC options are lacking.  This may be because there are relatively few parts that have three ADCs, so there's not as much impetus to support those modes.  If you look at the reference manual, the MULTI field of the ADC common control register has the following options (page 429):



As to why Cube is showing three ADCs in dual mode, that's clearly a bug.  Either it is configuring ADC1 and ADC2 for dual mode and leaving ADC3 alone, or it's configuring all three for triple mode.  The only way to be sure may be to examine how the generated code is setting up the common control register.

You may want to raise this with ST, but in the mean time it seems like in order to get the configuration you want you will need to use the low level APIs as Tomas Li's answer suggests, or program the registers directly.