Correct. Sadly, the term 'Neon Sign' has become used to describe ANY gas discharge tube used for signage. Those tubes can contain anything from sodium vapor, mercury vapor, argon, nitrogen, xenon, neon, etc. etc. Any one particular gas will only emit one specific color unless different filters are used. Let's take Neon, for example. Put low pressure neon gas in a discharge tube and apply some voltage, and you'll see the distinct bright-red color of Neon. However, Neon's emission spectrum also includes wavelengths of other colors. So if you could filter off the red color, you may be able to see the other ones. So if you had a tube which was lined with a compound that absorbed red light but allowed other colors to go through, that 'Neon' gas would look either bluish or yellow. So a gas does produce more than one color, however the color we see is due to a greater intensity of said color. (Like in neon, the reds and oragnes are a higher intensity and more prevalent than the blues and yellows, so to us Neon gas has a red-orange color).
So the only way to get multiple colors out of a single gas is to use filters or special coatings on the tubes.