Sometimes in tournaments it seems like we start playing 2 games against each opponents, but in others one game is started, and then as soon as I lose a new game is began immeadiatly with the player I just lost to. 

 

Is there some setting that controls why this happens?

you're exactly correct.  the person who organizes the tourney has the option as to whether the games are played at the same time or consecutively.

Do the tournament announcements say how the games are to be played?