Fixed income treasuries issuing difference, government, auction, between, central

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CFA Practice Problems Reading 64  Fixed Income Page 339
Question 3 a:
What is the difference between a singleprice auction and a multipleprice auction?
CFA answer:
In a singleprice auction, all winning bidders are awarded securities at the highest yield bid. In a multipleprice auction, all winning bidders are awarded securities at the yield they bid.
Why the heck would the central government award the securities at the highest yield bid? Wouldn’t you want issue at the highest price bid (lowest yield)? This certainly does not make sense to me.