I’m not sure you understand what association is in the Z wave specification. This term has a very precise meaning. You wouldn’t usually associate one sensor to another because zwave association is based on a trigger device and a target device. The trigger device sends a “basic” (that’s a specific zwave term in this context) directly to the target device. When it receives the “basic“ command, then the target device does whatever a basic command is supposed to activate for that device class.
Most commonly, this is used for a sensor to trigger a light or siren to come on.
But a sensor cannot usually trigger another sensor.
Another common use case for Z wave direct association is a virtual three-way where two switches control the same light fixture. In that case, one light switch can certainly be associated to the other. In fact you can set up associations in both directions so that the switches stay in sync. But you wouldn’t associate a switch to a sensor because nothing will happen if you try to actuate a sensor. So a sensor might definitely be the trigger device for association, but it’s unlikely to be the target as you’ve described.
It sounds more like you are trying to group multiple devices together. That can certainly be done in smartthings, or at least in the custom code associated with the classic app. But you will need a smartapp as well as the device type handler.
For an example of how to do that, see the now deprecated zone manager.