We are depreciating the nested list featureand will be dropping support for this in 1.4.0. Nested lists auto-generate pages based on nested UL structures but these have a number of important drawbacks. First, these generated pages complicate the AJAX navigation system and introduce a wide range of edge cases (and bugs) that make it impossible to maintain with our navigation model. Second, these dynamic pages are of limited value because they can't be controlled without introducing a templating engine so they are not flexible enough to be useful.
There are a number of issues related to nested listviews we will be closing as won't fix:
The same effect can be achieved by creating a multi-page document which give you full control of the page layout and styles. This plugin will be removed in 1.4.0 and moved to an external repo for those that still want to access the code.
Can there at least be a compromise so submenu items are still accessible? Perhaps animated into and out of view in situ like collapsible sets? Some menus are too big to show every item at once but, nevertheless, shouldn't be split across more than one page. Many desktop sites use nested lists as the basis for their navigation markup, so surely there is some way to translate that same markup, or similar, into a usable, well-styled interface in jQm.
Closing as fixed by @arschmitz's commit 923a83e.
I will work on adding some style for nested lists and we can look into making data-role="collapsible" work on a LI with a nested UL (#5539).