Let's say you are mixing right after you move your funds off an exchange. Said exchange uses chain analysis to keep track of its customer's funds. It knows how much you have bought from them and which premix UTXOs belong to you. When you mix your funds and don't combine them, you blend into other people's mixed UTXOs. The exchange can't tell with any certainty which UTXO is yours.

However, if you combine UTXOs, they know that all those UTXOs belong to one person. They can estimate the mix fee and transaction fees to see if the amounts for your original, premix UTXOs match up with this new one. Its not that likely that another person has mixed and recombined the same amount of sats as you did. So they can conclude with some certainty that the new UTXO is yours if the amounts match up.