If an order has more than 1 box, it therefore produces more than one label.
Brightpearl's integrated labels do not allow for multiple labels to be sent back. You will either need to manually find/print these out, or use Shiptheory integrated labels.
We also suggest that you get in touch with Brightpearl Support, and raise this as a feature request.
If you have questions or need help with anything else, feel free to contact support.