Pretty common. One example is Sangam by Charles Lloyd. I get these directories created in the root:
Charles Lloyd, Eric Harland, Zakir Hussain, Charles Lloyd
Charles Lloyd, Eric Harland, Zakir Hussain, Hussain, Charles Lloyd
Charles Lloyd, Zakir Hussain, Eric Harland, Hussain, Charles Lloyd
Eric Harland, Charles Lloyd, Zakir Hussain, Hussain, Charles Lloyd
Eric Harland, Zakir Hussain, Charles Lloyd, Hussain, Charles Lloyd
Zakir Hussain, Eric Harland, Charles Lloyd, Hussain, Charles Lloyd
(There is a directory just called Charles Lloyd, it contains other albums but not Sangam.)
Each of those directories contains a subdirectory Sangam, each of which contains one or a few songs.
The album is shown this way in Roon:
Sangam
Charles Lloyd
Hussain/Eric Harland/Zakir Hussain
(The italics indicate blue text, links.)
I don’t know what is the difference between the two rows of artists in the Roon presentation, which are really primary artists and which are only so-so. But in addition, there is track-level metadata with primary artists listed and that’s where the directories come from.