This is correct, see, when you are in pattern mode, it will just loop whatever is in the step sequencer. So when you hit play it loops that note over and over. Most of the sounds you are using are polyphonic, meaning more than one note can be audible at a time, making it possible to play chords for example. When the sequence loops, it will not cut off the first sound, it will just stack onto it.
You typically do not want to use the step sequencer when making melodys from VSTs. Use the piano roll in conjunction with the playlist to make the melody play longer than 1 bar (step sequencer is 1 bar at default).
What the program is doing is 100% normal, there is nothing wrong with FL or Nexus. If you tell me what you expected to happen, then i can help you get where you want to be in regards to that.