Connect one device with Bluetooth
If you have airpods apple just started supported automatic device switching with the newest software versions (fall 2020). Here is a link to read more about it,
https://www.imore.com/airpods-automatic-device-switching
If you don't have airpods and new devices then you may be out of luck for now. Some other bluetooth devices use a button to switch between paired profiles but most don't in my experience. If the devices are all in different rooms it would be one thing but if you have them all on your desk then it is a harder problem. I will say you can disconnect from a bluetooth device without turning off bluetooth but often just as cumbersome a task.