platform: knx is not supported. Afaik you can however use multiple knx: keys with these packages.
So I think you could
# configuration.yaml
homeassistant:
packages: !include_dir_named packages
# packages/knx_1.yaml
knx:
light:
- ...
switch:
- ...
# packages/knx_2.yaml
knx:
light:
- ...
switch:
- ...
But I have not tested this myself… give it a try.