This is the way it works, right?
A cube can’t have a different material on each side unless it’s exploded?
And if it’s exploded it no longer is a closed polysurface and its performance is limited.
You can attached sub surface material by selecting sub object>face in the filter
Sub-object selection you can do also with shift+control+left-mouse-click. Then assign material to your selection.
That’s great, thanks.