As the error message shared above. that generally comes up when any one of the file is secured or doesn't have permission to make the changes.
You need to check each file and find the one which doesn't have the permission for "Page extraction".
1- Try combining a different set of pdfs and see if that works.
2- To check whether pdf is secure or not, Open document>Right click>Documents properties>Security.
3- You can change the document's security settings only if you own it. If it has been created by someone else, then you need to contact to owner.
Hope this helps.