No. Each lead generated from an Online Sales Pro page goes into only one list. You get to choose which list based on the list name or campaign you set for the page.
You can have all your leads going into one list by default by setting up your autoresponder within OSP.
Learn how to set this up with your existing autoresponder account:
Another option is to have individual landing pages going to their own list by using a different list name for each page or funnel. To learn how to do so, click here. If you want to connect an autoresponder to an OSP prebuilt funnel, go here.
Remember that in order for this to work with your OSP account, you'll need to have the lists or campaigns created within your third-party autoresponder (AWeber, MailChimp, GetResponse, etc).