You can do that already with MED: select faces of your mesh, and then edit/create group. That skins are reported only for group0 is apparently part of the downwards compatibility towards older MDL versions, which were not able to store multiple groups. So, apart of this rather technical observation, skins are "global", although reported "locally"

Besides, afaik, it is not favorable to have multiple groups in your model for performance reasons - it is quiet helpful, when editing a model in MED; but when you ship your game, you should merge the groups to get a speed enhancement.