Having arbitrary collection support will have big performance implications, so we have ensured that our supported types are very efficient. The best bet is to use a custom taxonomy type if you want to group arbitrary pages together.
You can read about the available options here. If there is a good use case for some other kind of collection type, and we can make it performant enough, we are certainly willing to add that functionality. However, my gut feeling is that taxonomies assigned to pages are the best solution due to the way those are cached.