Joining several files of the same kind sounds trivial, but "joining" means something different in every format: PDF concatenates page objects, Word has to merge document streams and stylesheets, Excel must decide between one combined sheet and one sheet per source, CSV has to handle repeated headers, and images need a choice between one tall strip and one page each.
Each tool here implements the logic its format actually needs, all in the browser, so the files you are merging are never uploaded.