That's actually already possible. Look at the webflow DTD:
As you can see, it says 'action+', so an action state contains one or more actions. So e.g. you could have the following:
<!ELEMENT action-state ( property*, entry?, action+, transition+, exit? )>
Note how the above code fragment is using 'named actions' to ignore the "success" event of the "first" action (e.g. there is no transition for it). This is needed because otherwise that transition would be selected when the first action signals the success event, interrupting action execution.
<action bean="..." name="first"/>
<action bean="..." name="second"/>
<transition on="first.error" to="..."/>
<transition on="second.success" to="..."/>
<transition on="second.error" to="..."/>
We're not planning on doing a parallel action, which executes it's nested actions in parallel (e.g. in seperate threads), but it would be a cool thing try.