Hi Nicholas,
The video files are indeed not combined. Two separate files offer more editing possibilities than a file in which both images have already been merged. One user wants them combined this way, while another user prefers a different method. That is why the front and rear files are saved separately. Also, given the differences in resolutions between the front and rear cameras, it is easier to save them separately.
You can view the (downloaded) files simultaneously with Dashcam Viewer (www.dashcamviewer.com). With this program, you can also read the GPS data and view it at the same time as the video footage.
If you want to combine the video footage yourself, look for a video editing program.