You are correct that this is by design. However in situations like yours there is nothing preventing you from adding all your monitors under one device as they can each have their own address and credentials.
You can add a device manually for this purpose by choosing "in the add new device wizard.
Then in the custom XML import files you are creating you would simply add a parentid xml value that is equivalent to this new devices id so that they are added to the device.
I had a similar situation as yours and just added a device using 127.0.0.1 (localhost) and chose not to scan. Monitors were then added to this device.