I see advantages and disadvantages (I have done this with CB 2014 and earlier versions).
Advantages: Maybe quicker to run a query (check) because you only have to click on one database. Easy to backup since you have fewer to backup. I tend to throw everything into my Megabase but I am beginning to think that is the wrong way to go.
Disadvantages: 1. If you get an error in the database you may have to spend hours recombining everything again. (and I am fanatical about running a full database check for errors). 2. There really is no need to combine them because you can control click on all of them that you want to search (so maybe an extra second?) and search as many as you want at one time. 3. Much less likely to get a database error , etc.
I think once Megabase 2018 comes out I will only add the weekly updates to it and keep everything else separate. I might just be burnt out on combining databases though: last week I combined all of the databases from a chess.com competitor that are available (at least those from Feb to Sept) for download into one database (more than 90 million games) so I'm tired of it lol.
In case anyone is interested Chessbase 14 beginning with the latest patch (10) is able to handle some REALLY BIG database sizes (I think Chessbase 13 got an update also to allow it).
Should I try to combine all of the games from the various databases into one huge database?
Advantages? Disadvantages? Suggestions?