From personal experience, as well as seeing other developers/designers needing this, I've noticed a real need for multiple repeatable zone (or ability to add groups) in Slices? Some section designs are impossible to be done using the current Slice setup and need to resort to implementing "hacks" which are far from optimal. When I've asked this in the past, people said that it's currently not possible to do this but they might be looking into this in the future if there is a need.
Given that Slice Machine is an ongoing work in progress, it might be a good opportunity to make this change to the API. But I might be missing some limitations from a technical standpoint.
Yes, It is impossible to have a Slice Zone inside a Slice because this adds a level of complexity that can always be solved with some other option.
On the other hand. this is subjective because, in reality, it is possible to have several Slice Zones (in the Custom Types) or groupings (groups) in Slices. But they are ordered differently or have other names.
For example, tabs allow you to separate your Custom types into different layers. Each one can have a Slice Zone with completely different Slices. And each slice has the repeatable area, which works the same way as groups but is a bit more flexible because you also have the non-repeatable area.