Hey Keri,
You could create a business rule to run after the extracts where you open up each of the exported files and combine them into one.
Another alternative to consider: It’s possible to ‘write’ cube views to a file via a business rule. So I’ve seen some solutions where clients create cube views with the specific intersections they want to extract and extract data via that cube view written to a text file versus a DM data extract to file.
So maybe depending on how much data you need to export and the # of unique intersections maybe the cube view approach would work?