I have not seen anyone try to do this. In practice modules rarely create many database tables, so this would be rarely worthwhile. (Also there is sometimes benefit for someone else debugging your module to look at just one file and see the liquibase changesets in order.)
The limitation is in openmrs-core code, around here:
So, it would require a change to openmrs-core to support this (PRs welcome!) but my personal recommendation would be to just go with the single liquibase.xml file.