Is it possible to create multiple posts in one XML-RPC request? I've searched everywhere, but did not find any info. I suppose it isn't possible.
Short answer? No.
There is a finite list of methods exposed by the XML-RPC interface, and the ones that allow you to create new posts dictate that you create one post at a time.
Given, you could always write your own method to allow for bulk post creation, but you should ask a new question if you want to go that route.