Export to Shapefile from Microstation in Bentley Map Level Issue

I was able to export data from a Microstation design file to a shapefile in Bentley Map but could only select one level for the shapefile. If I checked another level box it would uncheck the previously selected level box and not let me check multiple boxes. If I had a shapefile for every level of data then I'd have 63 shapefiles and I don't want that. I thought I could create one shapefile and have multiple level data appear in the Arc legend thematically. Is the software set up to only allow one level at a time to be exported to a shapefile?  Thanks.