The issue is that all three events will trigger on the mouse click in sequence because each event is setting the conditions for the next one; event 2 sets the frame to 1 so event 3 is true, and so on.
Here's one way to deal with this:
On left button clicked on sprite: Set animation frame to min(self.animationFrame+1, self.animationFrameCount-1)
This will step up the frame number each time you click up to the maximum frame number (animationFrameCount-1).
Here's another:
On left button clicked on sprite:
=>Sprite animation frame = 0: set animation frame to 1
=>Else Sprite animation frame = 1: set animation frame to 2
=>Else: set animation frame to 3
In this example you use a sequence of "Else" sub-events to allow you to step the frame number.