Horatiu (& Blessedgirl),
What you have described is standard behavior. Even using EX lot sizing policy, SAP MRP will generally aggregate planned orders into a 'daily' bucket. There is no configuration setting available to change this standard behavior.
If you are using MTO planning at the FG level, you may, of course, elect to use MTO planning down through Semi-Finished level; which will give you a one-to-one relationship between FG demands and SFG demands. (set "Individual Requirements Only" in your SFG Material Masters).
In closing, I will say that if MTO at SFG is not to your liking, then one additional possibility would be to achieve these business requirements via enhancements. Such changes are at your own risk.
Best Regards,
DB49