Hi PabloDev!
Yes, this is how the NES works. The only property you can set for a background tile's attribute is the subpalette to use.
Sprites attributes are much more complete on the other hand and can be flipped vertically and horizontally, can be placed in front of or behind the background, as well as being assigned one of 4 subpalettes exclusive to the sprites.
Curiously, the Sega Master System is the other way around: BG tiles can be flipped, but not the sprite tiles. I think that if they did this to cut costs, then Nintendo chose the better place to apply this feature as sprites tend to have more need for it than BG tiles, in general.
So, yes, if you want to build a square on the background you're going to need to use several different tiles. That's just how the NES works.