You need to make sure that the start or end point of the two lines do match up. If there is just a very small difference between these two points, MapInfo Pro will not see them as the same point and will not combine the two lines into a pline with a single segment, but into a pline with multiple segments.
To make sure they match up:
- Make the layer editable
- Select one of the objects
- Turn on Reshape
- Turn on Snap using the S-key
- Select the end point closest to the other object
- Drag the end point a bit away from the other object and then back to the other object.
- Make sure that it snaps
Now you should be able to combine the two objects into a pline with a single segment.