[Guitar] Mute a single note while playing a chord

That's because the cross (or "plus sign") symbol above the chord applies to the whole chord. What you are describing is exactly what is expected.

If you want to mute only specific notes, only use the X-shape to replace specific notes. To get the playback as you (apparently?) want, you have to use one of the MuseSounds guitars. That X-shape simply has no playback effect in the MuseScore Basic sounds. (As far as I have been able to tell.)

Listen to the sample below and use the Mixer to select different sounds. Using the MuseScore Basic sounds only the two notes articulated with the cross above have any different playback. With any (all of them I tried, at any rate) of the MuseScore guitars, the middle measure--with half the notes of the chord marked with the X notehead--has the expected muted sound. Mark all the notes of the chord with the X notehead and you'll hear only the muted, percussive sound.