Answer:
Normally, you need to activate it only once, in self-weight load cases; not in other load cases. Each additional load case should be considered in the load combinations that are usually governing for determining internal forces.
The program allows you to activate the self-weight for each load case. It is up to the user to decide when to activate it. For the reason mentioned above, the self-weight is only activated for the first load case by default (see Image 01).