On the settings for a site, there is a checkbox for "Allow items to ship to separate addresses" that can be enabled or disabled. If that setting is enabled, it will force the site to show for a separate address dropdown menu for each item in the shopping cart. If it is disabled, all the items in the shopping cart will have a single dropdown menu for selecting the shipping address.
But on the product settings for any product there is also a setting for "Will ship separately" that will control if that product will ship separately from the other items in cart. If the will ship separately setting is enabled for any product that is in the shopping cart, then all the products in the shopping cart will have separate shipping address dropdown menus.