There's a technical reason that you wouldn't be able to attach one payment to multiple invoices from numerous clients or suppliers, and the holding account is the best way to deal with this.
How are you tagging them at the moment? The best way to do this is probably to use the "Mark as paid" option at the foot of the purchase invoice, and pay it from the holding account as you create it. Or if you do it from the receipt hub, use the paid option there.
That way, you only have to tag the actual money out transaction on your current account statement as a transfer to the holding account.
I think this may become a little bit complex or heavy on the system as the number of unpaid invoices grow, but you're welcome to post this as a feature request, and we'll happily investigate further if there's enough interest from the community.