The place we are supposed to put .feature files is
path/to/plugin/tests/behat
and while this can work with many feature files, in some cases it may be more manageable to add a logical division within that place, e.g.
path/to/plugin/tests/behat/cat1
path/to/plugin/tests/behat/cat2
path/to/plugin/tests/behat/cat1/cat1.1
etc.
This is possible in 2.8 b/c there the yml lists the feature places (folders) rather than particular feature files. In 2.9 it lists particular files but it doesn't take files from sub-folders.