Since each SI Column allows you to connect to an external data source with single value selection, your option could be define multiple fields in the receiving List if this is feasible. Each field can be of type Text or Multiple Line of Text and should be optional. This works if your multiple choices is limited to, say 3 or less. You would define these 3 or less receving fields to be of System Integration filed type to connect to the external data source. This configuration allows you to bring multiple values into your List. You can then define a Calcuated field type to combine the data these fields brought in with whatever format you would like.