"Is this really the only way possible? " Yes. as long as you don't have opportunity to pivot data.
If you can pivot data and handle measures as dimensions, you will have flexibility to group "Dimensions".
I would agree with Shinichiro Murakami . Attached a sample workbook. Pivot the data, selected on all the measure. group the measure into groups and then use a parameter to control that.
I'm still trying to see if there's another workaround - will inform if I find a solution.