I asked support to the PTC Esupport and they answered me like this:
"I got an answer from our R&D.
The reason combine feature rejects the combination is that value of X_SECTION_AREA is different despite having same legs. The X_SECTION_AREA for solid welds defined as volume / trajectory length which is not well defined for non linear trajectory, which is the case here. We understand that behavior is not ideal but we consider reviewing it in a future release."
The operator, very cordial, then added:
"Alternatively and for this specific case, you can proceed by converting the solid welds to surfaces and manually forcing the value of the « weld cross sec » to an identical value for both welds OR create only one weld feat with 2 sets inside."
For now I consider the answer as a solution, hoping that soon they can better manage the situation.