In some settings they already have -- the 3M twinax cable the GP mentions is sold in a multi-pair format where, rather than a crimp-style connector, the ends of the cable are soldered onto PCBs that are part of connector assemblies (from, for example, TE's Sliver line: https://www.te.com/usa-en/products/connectors/pcb-connectors...).

Note that on balance I'll take something like an OSFP assembly (https://www.te.com/usa-en/products/connectors/pluggable-conn...) with a fancy jacket that pulls all of the individual twinax cables together, but it's also substantially more expensive than a simple flat tape-wrapped ribbon.

Other places where you'll see coax cables ganged together inside a jacket: high-speed USB cables. For example, here's a type C cable cross-section: https://twitter.com/tubetimeus/status/1125926941469462528