No, this is definitely not a mistake. In fact, I'd be very surprised if you didn't find yourself with multiple next actions for a given project.
For example, think of any large construction project. There are obviously steps that have clear predecessor-successor relationships: you cannot put up the drywall until the walls are framed, you can't paint until the drywall is up, etc. However, lots of tasks happen in parallel. Wiring can be run while the shingles are being put on. A plumber can be installing a toilet while someone else is putting in landscaping.
Take another example from a one-person project. Perhaps you're planning for a party at your house. Before folks come over you want the bathrooms cleaned and the beer in the cooler with ice. You can do either of the tasks now because one does not depend on the other, so both are next actions and should be on the appropriate context list. This will let you choose which one to do next based on other constraints (for example: it's tough to clean the bathroom while someone else is in it).