I'd have presumed otherwise, but I'm not sure if you're understanding the API correctly.. it's not about sending multiple messages to the same destination, but to multiple destinations in a single call. The msg_hdr struct has room for specifying the target address.

From userspace' perspective, even if the same data isn't being broadcast at every client, just building up a big array (perhaps while looping over the input from recvmmsg()!) and spitting it out once would have the same semantics as just calling sendmsg() immediately on each, etc