Why are prayers not combined on regular days, as occurred in the prayer of the Messenger, may God’s prayers and peace be upon him, and as happens on the Day of Arafat, knowing that he, may God’s prayers and peace be upon him, combined and separated?

One must surrender to God's rulings and not object to them. Allah the Almighty said: (Indeed, prayer has been decreed upon the believers a timed ordinance). The revelation descended with the times for the five prayers, both in word and deed, and the Prophet, peace and blessings be upon him, performed them likewise, only combining them during travel and hardship. One must beware of the people of innovation who claim the permissibility of combining the Dhuhr and Asr prayers, and the Maghrib and Isha prayers, while at home without a valid reason.