Why do we not join our prayers together?

You have to realize
that the question you have asked is very dangerous, because it could
be applied to all the rulings of sharee’ah. A person could ask, we do
we have to fast a whole month all at once (Ramadaan), why aren’t the
days spread out throughout the year? Why is Hajj with its rituals done
only at one particular time of the year, when people have to be all
crowded together; why can’t it be done at other times of the year too?
There are many questions which may imply that one is objecting to the
rulings of Allaah. Do you know that Allaah says (interpretation of the
meaning):

“Verily,
As Salaah (the prayer) is enjoined on the believers at fixed hours”
[al-Nisaa’ 4:103]?

i.e., it is obligatory at those times. So understand what has been
said above, and I ask Allaah to guide you and set your heart straight.
 

Shaykh Sa’d al-Humayd  

Islam means submitting to Allaah and not
objecting to His commands. Allaah says (interpretation of the meaning):

“It
is not for a believer, man or woman, when Allaah and His Messenger have
decreed a matter that they should have any option in their decision”
[al-Ahzaab 33:36]  

And Allaah says concerning the timings
of the prayer:

“Verily,
As Salaah (the prayer) is enjoined on the believers at fixed hours”
[al-Nisaa’ 4:103]  

The wahy (revelation, i.e., Qur’aan and
Sunnah) described the times of prayer in both word and deed. This is
how the Prophet (peace and blessings
of Allaah be upon him) did the prayers during his lifetime; he did not
join prayers together except when he was travelling or at times of hardship.

 We also want to advise you that there
are some followers of bid’ah (reprehensible innovation) who say that
Zuhr and ‘Asr should be joined together, as should Maghrib and ‘Ishaa’,
even when one is not travelling and for no reason. Beware of these people,
do not keep company with them and do not listen to them. Beware of them
lest they lead you astray from your religion. We ask Allaah to grant
you strength and guidance.