It seems like the editor is built around only having one ".fx" file per addon. This makes it harder for devs to distribute shader packs of cool effects that all look good together, and makes it harder for users to find effects because they have to find and install several to get them to work.
Being able to package multiple effects files in a single addon would greatly increase usage of the addon store from users and devs.
The way addons are loaded by the editor is already complicated and difficult to change, and this would also break the identity that one .c3addon file corresponds to one addon. You can also already install multiple addons in one go, so using separate addon files for separate effects seems to already be suitable.