I have never seen a set of rules that gives an advantage to betting multiple numbers, but there can be a disadvantage. If you bet $5 on one number and win, you make a profit of only $30. Looking at it another way, if you put one $1 chip on each of five numbers, and one of them won, you would have a profit of $31 (paid $35 for the win, lose $4 on the losses). If you bet five numbers, you should get 6.2:1 but are paid only 6:1. There are 36 numbers on a roulette wheel because it gives so many round number payouts.
All of these take the minimum house edge. Usually, all bets pay off the fair amount if there were no zeros on the wheel, rounded down to the next lower integer. While casinos differ somewhat, this is not quite true under the most common rules. All bets in roulette have the same return, except for one unusual one involving 0 and 00 which is a lot worse.
