In all concrete observed instances of speciation by natural selection that I can find (though there aren't that many), the speciation event has centred around a single trait or class of traits (eg bird song). I cannot find an example of a single allele being naturally selected directly resulting in a speciation event. That's not to say it doesn't happen, but direct observation of this phenomenon is clearly problematic.
In examples such as ring species, natural selection is often inferred to be the cause of the initial reproductive isolation of two previously interbreeding populations, but not directly observed.
There are of course many examples where natural selection acts on a single gene (eg the sickel cell anaemia gene that protects against malaria), but speciation has not yet been properly observed in such cases.
So, from what I can find it seems as though natural selection does usually select one trait or allele in favour of one competing trait or allele (or lack thereof).
If you can find an example that bucks that trend i would be very happy to hear it. Unlike many people in these forums I have no problem with being proven wrong - as that is exactly how science advances (not that I have over inflated ideas about the importance of these forums of course).
Best regards,
richdix.