The ability to group measures as you described is not currently built into the product. Please consider voicing your support for this feature by voting for the following Community Idea: Group Measure Names
This idea is currently active and being looked at: https://community.tableau.com/ideas/1594#comment-24174.This post also contains possible workarounds used by other people facing the same problem.
I hope this helps!
I believe the closest you could get is by aliasing. You can either alias the two measures as the same, which would show the label twice, or alias the first as wanted, then alias the second as empty space. This is just right clicking on each measure name and realiasing it as needed. You'd probably want to manually sort them as well, so they don't get mixed up.