How many are we talking? What do you have set in, Cookies and HTTP Header Options, the settings, GZIP HTML Output and GZIP Compression Level
TBH, if you combine many files the resulting files can be come quite large. Compressing those files takes some time and on a busy server that time will be large enough to negate the performance gain.
Looking at your page speed grades, I would worry about doing all the other things needed before attempting to do such a thing.
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