We cover a few options for this on our Make images appear together help page but you are right to combine them fully as one SVG file you would need to export them individually and then import them onto one artboard in Illustrator or Inkscape.
Thanks for the link, Barry. Oh, wouldn't it be nice to set "Animate/Pause/Transition" for multiple elements at once! :)
I can select multiple elements on the artboard and choose "Export SVG" from context menu but only one element is exported. Too bad. It would be a great workaround for grouping elements. The inability to group elements a severe limitation.