Export multiple objects from Blender to one Skeletal Mesh

Hello,

I build an animation in Blender containing multiple objects. If I export each object seperately everything works fine (except of, that I have to export a lot of FBX-files). But when I want to export all objects in one FBX-file and import it to UE5 the imported components do not contain any Skeletal Mesh, which I would like to have like in the spereately export / import. The components do only contain Physical Assets and Skeletons.

One solution without an animation would be in Blender to combine all objects to one with Ctrl+J. But this is not working with an animation where the individual objects have their own keyframes.

Does someone have an idea how to export / import the objects in one Skeletal Mesh (I think this question is even independent from the animation)?