“In Illustrator, why can’t I combine individual Layers into a Group folder like in Photoshop?
“Illustrator’s Layers panel may not have Layer Groups, but you can do something very similar to what you like doing in Photoshop. To give it a try, open a new document (File>New) and click twice on the Create New Layer button at the bottom of the Layers panel, so that you have a total of three Layers. Click on each Layer listing in the panel, one at a time, to draw some objects on that Layer. Now, click on the top Layer listing in the panel and Shift-click on the bottom Layer to select all three. Look under the Options menu of the Layers panel and choose ‘Collect in New Layer.” All of the Layers will be collected into a new Layer. This is really quite similar to a Photoshop Layer Group.”