Your PFC is likely just making you do one set and move on to another piece in the circuit out of courtesy. They prefer you do a set then move on and come back again so others aren't waiting for the machine...it just makes things run smoothly. That being said if nobody else or only 1 or 2 others are using the circuit at the same time you'll find most people (myself included) will do all three sets one one machine then move on. :)

What's your PFC's name?