No, there is no built-in way to accomplish this due to each query in a Multi-Server query being executed in a separate connection to each individual server. The results only exist together within SSMS. I always had to copy and paste the results grid into Excel so that I could do further aggregations and sorting.
Fortunately, I am very close to releasing a new product that does exactly what you are wanting to do. There will be a free version that has some limitations. A paid version allows for multithreading. It currently comes in two forms: command-line utility and SQLCLR Stored Procedure.
If you are interested in beta-testing, please contact me. I will update this answer with more details once it is officially released.