Hello Bouthaina
Welcome to Microsoft Q&A Platform, thanks for posting your query here.
I checked with internal team on this and can confirm that this is currently not supported.
The only option for grouping is as you described, multiple workspaces which need multiple host pools.
I would request you to raise a Product Feature request here (https://feedback.azure.com/d365community/forum/ec2f1827-be25-ec11-b6e6-000d3a4f0f1c) so that the Product team will review and update on it.
Hope that helps.