This is the first time I've ever encountered such an issue, I'm glad the tipping point for me was actually just the first episode! After that, it realized to download individuals.Yeah, it's frustrating because the default for Sonarr when a whole season is missing is to download a season-set. And I've found no way to prevent that/force individual episodes short of manually downloading each episode.
Once you get through a percentage of the season it will download individual episodes rather than a full season set. I'm not sure where that tipping point is, but it's less than half the season. Probably only after a few episodes are downloaded.