On my electric tank the "Challenge!" debuff isn't happening to secondary targets on some of my powers. I've added the Challenge advantage to Chain Lightning and Lightning Arc but I have yet to see anyone but the primary target get the Challenge debuff when it Arcs to other targets.
It does seem to work on multi-target powers such as Gigabolt and Electrical Siphon.
Is there an incredibly small chance for it to hit secondary targets or something? Or is it intentional to only debuff single targets?