Is there a way to group iCloud calendars so I can turn on/off several at once?
If I understand you correctly, then here is the way to merge multiple Sports Events calendars in to your iCAL (calendar) on your Mac.

First choose which ones (one by one) and use download -Save to your Mac.



Once you have them all downloaded, Open your iCal (Calendar) on your Mac.

Under File choose Import.

Locate the downloaded file and click Import. Repeat for other events calendars.



In my test the result is as follows.