That's the way Illustrator works, the tracing is on it's own layer as a group with sublayers for every vector object.
I would like to get the shape of many tracings without using pen tool.
Please show the complete picture.
You can use the pathfinder panel to combine them, but whether that makes any sense, depends on the nature of the image.
For example, get the shape of these 3 apples.
If you trace those in black and white and adjust the threshold properly, then it should work automatically.
Not that easy. There is probably a solution for this simple case... without using pen tool.