Sitemap of sitemaps

Hi, I may have mis-understood it but sitemaps/infinite seo creates a sitemap.xml for each blog. So if you have a directory structure blog, is there any harm in having a sitemap of sitemaps, so only one sitemap for the whole network needs to be submitted. If so is this a feature of infinite SEo (that I haven't found) or is it an 'extra' development I'd need to do.

Alan