Currently on a blazor single page app all the styles must be created inside of the site.css
I think that in terms on structure, organization and maintainability it's way easier to have styles split per component.
It's easier for refactoring
It's easier to understand the styles and where they are used
Something like this should do the work:

@jgomesmv thanks for contacting us.
We'll consider this feature during the next release planning period and update the status of this issue accordingly.
That's great! Thanks for the feedback!
We'll be handling this as part of https://github.com/dotnet/aspnetcore/issues/10170
Most helpful comment
@jgomesmv thanks for contacting us.
We'll consider this feature during the next release planning period and update the status of this issue accordingly.