Modern language-model fine-tuning typically pairs each prompt with a single response, even though many prompts admit multiple valid completions. This effectively reduces a multi-modal conditional distribution to a one-sample view, a phenomenon we call the "mode lottery," where training emphasizes a subset of plausible modes while leaving others underrepresented. We study multi-response training (MRT), which retains multiple responses per prompt, and develop a principled account of when and why it helps. Our key insight is that prompts and responses are distinct statistical resources: additional prompts reduce uncertainty about the input distribution, while additional responses reduce uncertainty about the conditional output distribution. This yields a variance-budget tradeoff that predicts when retaining multiple responses is worthwhile, shows diminishing returns as prompt-level uncertainty dominates, and explains why large redundant corpora can exhibit an implicit multi-response effect. We further analyze response selection, and show that Random-K-of-N is the unbiased default for distributional fine-tuning, reward-based selection can induce mode collapse, and a submodular quality-diversity objective provides an efficient alternative with theoretical guarantees. Controlled simulations validate the predicted variance and selection effects, including a striking failure mode where reward-only selection produces gradients misaligned with the true objective. Across structured and real-world datasets, including a new multi-prompt, multi-response benchmark, MRT consistently improves distributional generalization, with the largest gains in high response-diversity, low prompt-redundancy regimes. MRT reframes response multiplicity as a data-allocation problem with clear guidance: when responses are cheap and diverse, keeping more than one is not a heuristic, but a statistically grounded choice.