Nothing prohibits one from concentrating all ones MHQs one or around one location. But it may take more than one turn - only one MHQ movement is given per turn, in addition one may place a new MHQ.
According to p. 9 of the rulebook:
"He may also move any of the other MHQ he already has on the main board."
Granted you have a limited number of MHQ's at your disposal if they are all out on the board, but you can move them all at once on your turn.
At least based on my interpretation of the rules.
But it's a bit unclear.