As you have configured LEAVE,* all you records will be under 1st record-set. so technically you'll always have just one recordset.
What you can do is configure the record set structure as LEAVE,50 or something so that in each record set you'll have 50 LEAVE segments.
then set the recordset's per message to 1.
I assume this is what is happening... you can give a try and share your findings..