Multiple attestation is one of the tests of authenticity. The basic idea is that a saying or event is more likely to be historical if it is found in multiple independent sources.
Being in each Gospel is not necessarily evidence of multiple attestation. If Mark wrote something and Matthew and Luke copied that passage, that is one attestation. But if something is in Mark and Q and John, that is considered three sources.
This does not mean that something said once is inauthentic or something said multiple time is definitely authentic. It is a matter of probability.