The workaround is to do the combining in another tool, like Blender. Based on your description, it sounds like may be pulling meshes off of SketchFab; in that case, I’ve found the GLTF files to hold material and texture data more accurately than the FBXs off the site.
After importing your GLTF, you “join” objects in Blender, follow this link for details on how to: https://www.katsbits.com/codex/join-meshes/#:~:text=Join%20Objects,-Like%20most%20aspects&text=Once%20a%20collection%20of%20mesh,(Edit%20Mode%2FTab).
Then export your file (or just the meshes you want) as a GLTF or GLTB - then Unreal will import them as you joined them no problem.