My friend you should not remove the "break" statement. The system will print out the case that is equal to the variable. So it should only choses one case at the time. If you remove the break then it will choses more cases at the same time. And to answer your question to why it not choses the 'L' case is because of the swich is in operation. because of the "switch if will execute at least one case.
The char that you make equal to your variable... will print out the case that is equal to the variable
if your variable is: char penaltyKick = 'R' ;
then it choses: Case 'R' : System.out.println("Messi shoots to the right and misses the goal!");
this will be printed to the console