It can connect singly. It used to have the ability to stack graphs and details of multiple machines at a time. Not just a dropdown that switches you fully.
Here's the feature introduction: Multi-Server Dashboard
The removal announcement was buried in the release notes which is why I say it was quietly discontinued, but I sure spent a lot of time trying to figure out how to enable it before finding that.
I'll try to find it later once I'm not on mobile, but you can tell from the above link that nothing like that exists in Cockpit today.