I don't know the benefit to breaking this out into multiple files.  The import assumes every file will be a new store with its own groups and the export will dump all the groups from the same store to the same file.  The store's processing makes two runs through the groups in a store on import - 1st run is to create all the groups and a 2nd run to add members to the groups(now that the first run created them).  If they are all in seperate files, associating groups to groups is problematic.