That’s not possible, as structure fields use modals and putting modals on top of modals is a UX disaster. Making nested structure fields possible will require designing a new/better user interface for them as Bastian wrote on GitHub.
A popular workaround to this problem is to create a special page type or “blueprint” that restricts the possible child pages’ templates. This way, you can add pseudo-children to the page that in turn contain structure fields.
The blueprints for each of the subpage-type-* pages would include what you’ve described as a “nested structure field,” but because these are discrete pages, now, they can be added as normal structure fields. You could very well only have a single sub-page type, but the idea here is that you can create a flexible system of nested data structures.