How to use a module or interface instance in an interface?

altera will only support the majority of use cases - extreme and corner use cases wont be covered unless there is a good market justification (ie. without it you'll buy a few $mil of Xilinx instead of Altera).

While an interface within an interface is legal SV, I cant really see it being of any use that would make anything easier.

If you really want it supported - raise a mysupport request with Altera (Altera dont really monitor these forums). They will give you a much better explanation as to why it's illegal.