I noticed this when reviewing gh-24753. I thought this was taken care of in the wheel build scripts, however that is a different kind of concatenation (for the vendored shared libraries, libopenblas & co):

# Update license
if [[ $RUNNER_OS == "Linux" ]] ; then
    cat $PROJECT_DIR/tools/wheels/LICENSE_linux.txt >> $PROJECT_DIR/LICENSE.txt
elif [[ $RUNNER_OS == "macOS" ]]; then
    cat $PROJECT_DIR/tools/wheels/LICENSE_osx.txt >> $PROJECT_DIR/LICENSE.txt
elif [[ $RUNNER_OS == "Windows" ]]; then
    cat $PROJECT_DIR/tools/wheels/LICENSE_win32.txt >> $PROJECT_DIR/LICENSE.txt
fi

When PEP 639 finally arrives we get a license-files field that allows listing multiple license files in metadata. But for now we need to continue concatenation these files together for the wheels we distribute. I'll open a PR to fix this.