You brought 2 reasons for this impossibility: 1. Automatic entry/exit. You answer that "With separate FSMs you'd have to manage this yourself". 2. Automatic event dispatch. You answer that "Again, with separate FSMs you'd have to do that yourself (dispatch to first FSM and if that didn't consume the event, dispatch to second FSM and so on)."
It appears that you should read the 2005 post a lot more carefully, especially the quoted context. The remarks you quote above have *nothing* to do with the impossibility I claimed.
No, I won't spend "a lot more" time trying to decipher the supposedly hidden meaning of your post and invest the time more wisely by making MSM more useful. The link I added seems quite clear to me and anyone interested can make himself his own opinion by opening it. You did not bother bringing an argumentation disproving my claim, so I will simply keep it. As you also didn't address the more important technical part (multiple TU) of my answer, I will consider it accepted.