I found the solution for myself by searching and experimenting, here is the answer to my question: Currently Kendo grid DOES NOT SUPPORT Merge cells yet, so I need to use pure JS to do this. I did the following:

       $("#grid").kendoGrid({
                dataSource: {
                    data: data,
                    type: 'json'
                },
                pageable: true,
                columns: [
                    { field: "SubServiceTypeName", title: "Sub Type" },
                    { field: "PrepaidMonthName", title: "Gói dịch vụ" },
                    { field: "DeviceName", title: "Tên thiết bị" },
                    { field: "DeviceStatusName", title: "Tình rạng" },
                    { field: "IsDeployName", title: "Triển khai" },
                    { field: "PriceStatementName", title: "CL giá" },
                ]
            });
          
            const table = document.querySelector('.k-grid-content table');

            let headerCell = null;

            for (let row of table.rows) {

                const firstCell = row.cells[1];

                if (headerCell === null || firstCell.innerText !== headerCell.innerText) {
                    headerCell = firstCell;
                } else {
                    headerCell.rowSpan++;
                    firstCell.remove();
                }
            }
        });

The result: