Digital Signature Missing

A digital signature is designed to be tamper proof, and is valid only as long as the original file is unchanged. It's not based on pages, but the whole file. So, combining will certainly break the signatures. Acrobat will refuse to combine the files for this reason, but some other apps don't check -- the tamper proof design means the signature is no longer valid. And this is quite right too - imagine if an extra sheet could be added in the middle of a signed contract, changing the price or otherwise setting up a fraud.

Acrobat can combine into "portfolios" which are a big PDF holding each small PDF separate and unchanged. These are limited because most other apps can't open them.