Creating Volta on single note selected, produces one staff only volta (as if Ctrl had been pressed)
1) select single note
2) click Key signature (or Volta) in Palette
It creates one staff only Key signature (or Volta)
Select measure instead of single note, or drag and drop Key signature (or Volta) to score
"Add new key signature to all staves
- Select a note and click a key signature in a palette (double-click in versions prior to 3.4)."