There is often confusion about how to implement canvas groups in Unity 5. The documentation makes it fairly plain what canvas groups are, but doesn’t help so much on just how to use them. This confusion leads to people asking about creating multiple canvases (which is actually possible to do in Unity 5+).
The multiple canvas solution is simply the wrong way to go about implementing multiple canvas groups however. It shows a lack of understanding on how you can use this UI feature. Now, I do want to make it clear that I’ve noted others (including myself) managing to use multiple canvases (lightly) in a scene, without any seemingly major detriment to performance. This is keeping in mind that performance is basically the primary reason touted as to why its best sticking to a single Canvas in a scene (the other reason being organization).