All sketches on a single plane are auto-grouped. That is the way it works.
You can work around this by adding a construction plane a very small distance just above or below your main sketches and drawing there. For general work, this is OK for me; YMMV.
Don’t know how your planning looks or what resources you have, but maybe this feature should move up in the priority list: I agree that’s this is a missing feature, which gets more annoying when designs grow in complexity.
I remember asking for exactly this maybe 6-12 months ago
More sketches on-screen seems very processor-intensive thus reducing battery and causing some slowdown issues. I really want the option to group, rename and hide my sketches, just like the groups