Bookmark highlight and combined files

I have Adobe Acrobat Pro DC.  I've combined several PDF files into one, and the file name for each file became a bookmark.  Good, that is what I want. When I scroll through the pages the bookmarks do not highlight to indicate which bookmark I'm currently in.  However, If I manually add the bookmark, the highlight works properly; only when combining the files is this an issue.

Any suggestions, other than manually redoing each bookmark (I have 100s)?