Metricbeat already sends events grouped in a nested JSON but it doesn't group more than one Metricset per event. This is like this by design, of course.
What docs refers to is that Metricbeat doesn't have a behavior like, for example, statsd where each single metric is sent to a collector in a different TCP or UDP request but that all related metrics in a metricset are sent together in a single TCP request.
Hope this helps