There's keep-alive, but that still means that if you want to get a parent and its children, you have to wait for the parent request round-trip.
To add - this is a major issue we've been working through at Slant.co - we've combined child objects into the requests for the parent objects (sometimes even two levels down), but it's significantly complicated caching efforts - we're in the process of building some namespacing into our server-side request cache, so we can transparently make cached Question and Option pages stale whenever, e.g., the title of a Pro/Con gets changed. If HTTP allowed multiple responses, we could treat everything transparently server-side as individual requests, and get much higher hit-rates for proxy and client-side caches.