We show that when subjected to high gain, delay-line optoelectronic oscillators can display a strongly multimode behavior depending on the feedback bandwidth. We found that this dynamical regime may arise when the bandwidth of the feedback loop spans over several hundreds of ring cavity-modes, and also when the oscillator is switched on abruptly. Such a persistent multimode regime is detrimental to the performances of this system which is normally intended to provide ultra-pure and singlemode microwaves. We experimentally evidence this multimode dynamics and we propose a theory to explain this undesirable feature.