You can try this plug-in:
https://forum.audacityteam.org/t/arrange-your-tracks-with-chain-it-up-ny/26201/1
(put it in the plug-in folder, restart Audacity and import your files)
It will appear in the effect menu.
For your purpose, it is enough to choose trim and chain up and possibly set the gap to 0.
But there’s also a automatic cross-fade included, if you wish so.
On export, the files are merged into one.