multiple shipment number if shipment is on the load

We are having some issues with having multiple shipment numbers on a sales order.

We have situations where the shipment is already on the load and we may have to add additional lines to an order.   This seems to create a different shipment number for those added lines.

Is the system working correctly?   Is there a way to keep the original shipment number when adding new lines to an order even if the shipment is on the load?