Update:
just had a chat with the Amazon support, since it happened over and over again.
It's not a bug - it's a feature:
When demanding for "Multiroom Music", Alexa will remember this for 15 Minutes.
In this time, any command will be considered "Multiroom Music Playback".
To actually "stop" this earlier, you have to say "Alexa, STOP playing on [MultiRoom Music Group]" (A simple "Alexa Stop!", will stop the playback on every device as well, but "stay" with MultiRoom Mode for another 15 Minutes)