Combining them is an option, but they’re only loaded if certain options are set like the Mobile Header for example.
You’re misunderstanding me; when I said “shouldn’t the stylesheets for active modules just be combined into a single stylesheet?” I meant exactly that–active modules. I’m talking about combining the CSS for activated modules in GP Premium when you change settings on the GeneratePress admin page (maybe via scssphp?)
Also, I still don’t understand why there are separate mobile stylesheets.