The factory also didn't make them with steel bumpers, lift kits, 35" tires, larger output alternators, air compressors, fridges, tablet mounts, usb ports, backup cameras, dual batteries, etc, but here we are.
As an electrician, I personally don't see anything wrong with putting 3 wire leads together, as long as the fuse links themselves are left separate to do their individual duties. My guess is they are separated because that's how the links were initially ordered in bulk.
Any damage or loss of life occurred from taking my advice with more than one grain of salt is not my responsibility however.