Option to export from ArcMap 10.7 to CAD not in group

You should explode your multipolygons in ArcGIS than export into a DWG file.

1. Start editing your polygon feature class
2. Select all your features in the feature class
3. Explode Multipart Feature using command under toolbar Advanced Editing (if you dont see this in your toolbar, just right click in toolbar and there is the second one in the list).
4. Save you editing season and export into DWG