A family of Microsoft word processing software products for creating web, email, and print documents.
It's a problem with the Apple Print System and it has been around for a long time; it is the default maker of the PDF when you save. If you have Adobe Acrobat and create your PDF from it or save from Word as an Adobe PDF you won't have the problem.
If you don't have Adobe Acrobat you can also use Preview.app to open the first of the separated PDF files and drag the other PDF files into the first, appending them to the end.
FWIW... Given that this is a long standing problem, it has had many answered posts about it on this forum. A simple search would have gotten you the answer a lot quicker.
Hope this helps