@Marlond I think that is an excellent idea for a feature request. Of course, it is always worth checking for existing requests, but as far as I know that idea is new. There is a request for the singular folding of embeds, Folding Embedded/Transcluded Notes , but I believe your thought of multiple nested embeds folding the way headings do would be extremely useful.
I hope you’ll make a request. If not, I’d be happy to make one. Let me know. Thanks.