SharePoint2010 BCS Does Not Allow To Select Multiple Values.

Well all of us are aware Business Connectivity Service of SharePoint2010 and there are 100's or post that describes How to create BCS, How To Deploy BCS and many more. 

This is a nice article published by Microsoft relating to this question.

Here it is mentioned that the external list is very similar to Standard SharePoint List

"While it is possible to create many different custom solutions by using BCS, the simplest way to surface external data in SharePoint is to use an External List. An External List is a SharePoint list that is based on an ECT. Just as standard lists (tasks, announcements, calendars, libraries, etc.) are based on content types, External Lists are based on External Content Types. External lists behave similarly to standard lists, support views, and item editing. External Lists can be used in support of any of the key functional areas within SharePoint Server."

and in this Microsoft Gives Details about the limitations of External List.

"The schema of an external list relies on the model and cannot be extended by adding new columns in SharePoint Server 2010. Also in this release, external lists do not offer all of the functionality offered by typical SharePoint lists, such as workflow, content types, versioning, check-in, and check-out."

But one this is left under cover that there is no way to bind multiple entries of External Data with in SharePoint. That is when you add an External Data Field to your list it do not have any option relating to "Allow Multiple Values".

So When you create a new item you have only option to select a single value from the Picker (External Data Picker). And the List Item looks like.

The other way around OR an expected for sured option that - Create an External List from the External Content Type and use it as a LookUp field with Multi select option is checked [A Myth]. But the same Limitation Exists here too. When you select External List while adding a Look Up Field in to your list the "Allow multiple values" checkbox is not available. That is  does not allow to link multiple entries of External Data with a List Item.

as :

And when you add an item in the list the NewItem form shows same picker(External Data Picker) which does not allow you to select multiple values.