Currently the KML to Layer tool asks for an output folder location and when complete creates one geodatabase with a feature dataset to house the one multipatch. While this works great for individual kmls, it is terrible for multiple kmls. With the advance of 3d modeling of buildings there are plenty of programs that create multipatches and kmls each building. There is a code example that details how this might be done given the limitations of the output. I would prefer the output location to be specified so that you could put all the layers into on gdb and negate the reason to have to jump through the rest of the code.