Issues with combining word documents synced to Sharepoint

I am told multiple users are facing this issue, but this is what's happening with the one user that reported it.

User is trying to combine PDF, doc, and docx files synced from Sharepoint into one PDF. In order for the files to successfully combine, filword documents that are syncing from Sharepoint to the local machine need to be added to the list from a local folder. Adding them from the Sharepoint folder causes an unknown error. The best work-around I've found so far is to make a local folder exclusively for combining files, copy all of the files there, and then combine them.

Is this a bug or a feature?