I don't have a RECORD BUTTON in MULTI-CAMERA window. Master Collection, Prem Pro CS6.
I've put 6 camera sources togther, used IN Points, selected all, opened Multicamera window, I can select which camera source in multicam window but I dont have a RECORD button.
Watching Multi cam enhanced http://tv.adobe.com/watch/digital-video-cs6/expanded-multicam-editing-in-premiere-pro-cs6/ ............I should have a record button, so as I change the source it RECORDS, but I have NO RECORD button in my version.
Prem Pro CS6
64 GB RAM
Plenty HD incl SSD
My guess is that you didn't actually open the Multi-Camera Monitor, but just loaded the multicam sequence into the Source Monitor.