Are you using the VM or a cloud instance of the exercise system?
I ran through the exercise on a cloud instance, and am unfortunately not able to recreate the issue you are experiencing. The fact that you see two assignments in the Actions menu makes me think you configured the Split for Each shape correctly, but could you double-check that the Split for Each shape references the ConductInterview flow (which is pre-configured)? If you reach out to SelfStudySupport@pega.com, they might be able to do a screenshare with you and provide you with more detailed guidance.
I had exactly the same issue, there is probably nothing wrong with how you did the exercise, in my case, there was a problem with how I was testing it.
If you did the previous exercise where you configured the temporary case option on the Candidate case type, Then you have to make sure that you go through the Persist Case Shape. Routing can't be done if the case is not persisted, so make sure you have a case ID before completing your Interviewer list and submitting the case.