Would love to see this feature implemented for Cubase 9.
Presonus Studio One 3 has this feature. It allows you to chain VST Instruments and FX, routing them to a single output with minimal effort.
I’m aware that its possible to do this in Cubase currently using MIDI routing but its far from being a good solution like Studio One.
I’d imagine the popup to look like adding a NEW VST Instrument but you choose a number of instruments instead of one, all routed to 1 audio output NOT midi.