Captivate 9: Quiz - "Incorrect" dialogue only appears one time: how do I make it appear after ever incorrect answer submit?

It is just the way Question slides are designed, but the Retry message is not checked by default if you have multiple attempts. These situations can occur when the user clicks submit:

1. Answer is correct, correct feedback message appears, and invites to click on the slide to continue (second step in Submit process)
2. Answer is not correct, and attempts are exhausted: incorrect feedback message appears and invites....(second step in Submit process)
3. Answer is not correct and attempts are not exhausted: Retry message should appear, no second step because the playhead remains paused and allows the learner to change answer.

I cannot remember when that Retry message got unchecked by default.

There is only one exception: if you have multiple Failure messages up to 3, which can be different depending on number of attempt.