People have done and do both. Ideally, small one or two sentence replies would be combined in one post, while longer can have individual posts, but ultimately, it comes down to what is easy and accessible for you and your posting device. If your computer/phone doesn't like multiquoting in a post, then don't feel obligated to. We're not gonna judge
As the admin said, there are character limits per post. So you'll see in places like Share Your Work that people will post multiple very long posts one right after another. If you do in-line edits of that work, you also might need to break your response up into multiple posts and THEN do another post to post your thoughts. So keep in mind you might have to do that if your post says it won't post for some mysterious reason.