I’m constantly running into multiple groups that address the same subject. It would be nice if I could combine those so I saw all the posts in one place. For example, all the forums that are discussing UAPs it would be cool to just look at a single thing that combined them all. 
Yea, honestly I think this is where an app can really shine vs using the website (currently).
Another example: Formula1 communities are on lemmy.world AND lemmy.ml. As a user and member of both, I don’t care which one I’m seeing/engaging with, I would rather they be grouped together so I can see the content from both at the same time rather than having to go to each community.
I guess this would be akin to Multireddits (I think it was called?) where you can pick and choose which communities you are subscribed to are grouped together. Meaning you could also do this for communities that don’t cover the same specific content, but a more general category, such as “computers” and have all computer related communities you subscribe to in that group.
This is something I think shouldn't be specific to a single app. There's an issue requesting this functionality on the Lemmy GitHub repo: https://github.com/LemmyNet/lemmy/issues/818
If you are interested, it would probably be good to leave an upvote (👍-reaction on the first post in the issue thread) for that issue and maybe a comment detailing your specific use-case and any ideas you might have for how it should work.
(Mlem dev here) Custom Feeds is something that's on our radar. In an ideal world, this would be implemented on Lemmy's side so that it's available across all clients and not just Mlem. For this reason it's not on our immediate agenda right now.
I believe this is closely related to how we manage numerous communities that focus on the same topic. It's likely that many of these communities have little to no activity. Eventually, I suspect Lemmy will face a real problem with this given no cross community/instance admin role.