[Make sure to post support questions to Products.] You have the right idea 'bout this feature. You will see only the first activity of a given type per day per lead, both to conserve resources and to stay below hard SFDC API call limits (both could be overwhelmed by logging all opens or sends, though it can be frustrating that Filled Out Form is treated the same way as the others). You can use the Create Task flow step to do something similar manually, but again do it sparingly to conserve resources.
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