Let us check how Lerch transcendent $\Phi$ is multivalued in two of its variables.
In the variable $a$.
At least for $s=1$ integrating with respect to the variable $a$ for each $n$ is
(%i1) integrate(1/(k+a), a);
(%o1) log(k + a)
otherwise
(%i2) integrate(1/(k+a)^s, a);
Is - s equal to - 1?
no;
1 - s
(k + a)
(%o2) ------------
1 - s
obtaning therefore, after straightforward normalization, the value of lerch zeta function $\Phi(z, s-1,a)$ from the original $\Phi(z, s,a)$, so that for positive integers $s$ would, at some point after iterated integrals and normalizations, cross the logarithm, in which the integration may shift by a constant $2\pi i k$, depending on the chossen branch. This is the way I see why the function is multivalued for the variable $a$: for each natural $s>0$, the Lerch zeta function comes from iterated multiplications by a same constant and differentiations, from the logarithm.
In the variable $z$.
The analytic continuation of $z$ has a branch cut at $[1,\infty)$, this is because the lerch zeta function in some domain equals
$$\sum_{j\in\mathbb{N}}\operatorname{Li_{1+j}(z) a^j }$$
interpreted as a Generating function of the polylogarithm.
For $|z|>1$ the all polylogarithms have a branch cut with respect to this variable, located at the corresponding branch cut of the logarihtms $\operatorname{Li}_1(z)$, as discussed in Understanding Polylogarithm's Branch Points, Monodromy and Multivaluedness, Especially Around the Origin
There is where the multivaluedness of lerch zeta fucntion for the first variable $z$ comes from.
As in the other case, these are infinite sums of functions having their branch cut located at the same set (positive naturals $s$ at least and the semi-line $[1,\infty) \ni z$, ) therefore the sum of the functions should have the multiple values.