Hi,
Ok. I think I understand the situation. It's a confusion.
The system is made thinking that normally the address is asked on the registration form / guest form.
So, when you arrive on the address block, you already have addresses.
Also, the system handles several billing / shipping addresses per user, so, on the address block, you get a "new" button for the shipping address area and a "new" button for the billing address area.
When, you create a new shipping address, the new address form appears with the "Address is also a billing address" checkbox. If you check it, the shipping address entered will also be added as a billing address after the user validated the address.
Similarly, when, you create a new billing address, the new address form appears with the "Address is also a shipping address" checkbox. If you check it, the billing address entered will also be added as a shipping address after the user validated the address.
In your case, since the user doesn't have yet a billing address, you directly see the new billing address form. And thus, it displays the "Address is also a shipping address" checkbox. And when you validated, if the checkbox is checked, the address will appear as both a billing and a shipping address. But if you don't check it, then, after you validate, you'll see the new shipping address form.
The confusion is that you expect this "Address is also a shipping address" checkbox to work as the "Use same address for shipping" checkbox from the registration form, which directly displays the shipping address form below the billing address form. But here, the address block is there to manage addresses, and so the new billing address form doesn't assume that there are no shipping addresses yet and there is no mechanism to display directly a new shipping address form below it when unchecking the "Address is also a shipping address" checkbox. The checkbox is there to help filling extra addresses linked to his user account.
If that's something you're really keen on having, I would recommend activating back the "Ask address on registration" setting.