@Hector Cavazos Welcome to Microsoft Q & A Community Forum. According to this document, assigning a blueprint definition to a management group means the assignment object exists at the management group. The deployment of artifacts still targets a subscription. To perform a management group assignment, the Create Or Update REST API must be used and the request body must include a value for properties.scope to define the target subscription.
Yes, its known behavior that the deployment artifacts will be done in single subscription.