This is because the User multi select writes into a field of data type 'Int' and as an 'Int' field it could never store multiselects and needs a link table to store this information in the link table. e.g.: in communication the user multiselects are stored in the comm_link table.
We can do a trick here to get round the need to put a User Multi Select into a table:
 Add a Dummy Translation with Caption Familytype = Choices,
Capt_Family = Users, Capt_code =1;
 Carry out a meta data fresh ;
 Create a multiselect field (not a user multiselect but a normal
multiselect) and select the Lookup family here as "Users";
 Add the field to the target entities Screen;
Try selecting more than 1 person and saving. It should be stored as a comma seperated list in the new nchar field.