Afraid not, a disc needs to have a track, so that is the way you’re doing it right now, and something we should probably work on making better, I’ve taken note.
Alternatively:
Sometimes, if you search by Catalog number, you can find an entry that actually already has the multiple discs - and add that.
In Add Albums you can go to “Cat. No.” tab, and then type the catalog number to find the album, look at several to see if you can find one with multiple discs, then add that.
Catalog number is a string of numbers/text on a jewelcase/box set which most albums have.
Alternatively:
Or you add all albums from the box set as separate albums,