You can put issues into a collection, and they will be listed individually in that collection. For example I used to put them in my Current Reading collection. Of course this creates a little more work.
Otherwise it seems if you have more than one issue of a given periodical, these get grouped. I'm not sure when they changed this, except that it makes it more like the behavior on Kindle for iOS and Android, and they seem to be making more effort of late to make behaviors more consistent across OS platforms.
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