Thanks for raising this request. We do understand your concern.
One possible way of achieving this is through configuring the agent instances with the same application name. Both Monitor groups and Alert User Groups are configurable at the application level.
Meaning, you can add the APM Application to any monitor group and alert group of your choice and any further agent instance added with the same application name will automatically be added to the monitor group and alert group.
This is one suggested way of achieving your request, if the same application name can be used across instances. For different application names, this may not help. We will see how to achieve that use case and keep you posted.