Good question! But missed the Batch Separator(GO(default) or 😉 between the Insert statements.
INSERT INTO dbo.Employees(EmployeeID) values (1)
GO
INSERT INTO dbo.Employees(EmployeeID) values (2)
GO
INSERT INTO dbo.Employees(EmployeeID) values (3)
GO
INSERT INTO dbo.Employees(EmployeeID) values (4)
GO
Regards,
Jagan.