I am designing a concrete column in STAAD.Pro but STAAD is only designing for the first load case in spite of the fact that the other cases have higher forces.

STAAD.pro designs the columns for all load cases. The reporting of critical case is not based on the highest member forces but is rather based on the highest reinforcement requirement. The load case that requires the Maximum Reinforcement is reported as the critical case.

Now , if it so happens that the reinforcement requirement is minimum for all the load cases, then only the first load case in the load list gets reported as the worst case. The reason being, no other load case that follows the first load case, requires higher reinforcement than what is required by the first load case in the list. The output should also contain a statement that "Only Minimum Steel Is required". 

To verify this, use separate load list & column design commands for a few load cases which you feel may be critical & check the reinforcement. You will find that the reinforcement requirements for all of these subsequent load cases are either the same as that required for the first load case (301 shown in the above figure) or are lesser than that required for the first load case.