I didn't meant a string-concatenation of the fields on a record-level like F1 & F2 & F3 else a concatenating of them on a table-level like:
t: load F1 as F, AnyKey, '1' as Source from Source1;
concatenate(t) load F2 as F, AnyKey, '2' as Source from Source2;
...
The aim of it is to develop the data-model in the direction of a star-scheme which means to have one (big and maybe within n steps horizontally (joins + mappings) and vertically (concatenate) merged) fact-table with n surrounding dimension-tables. It's the officially recommended data-model as best compromise in regards to efforts, the needed know how and the performance point of view. It's quite the opposite to relational sql data-bases but Qlik used a column-oriented storage logic on distinct values and an associative data-model in which this kind of logic worked very well.
To make the sense of it a bit more practically - if you have n tables associated with a common id how could you apply dimension-tables to it for dates, products, what ever? A single dimension-table isn't possible because it would create a lot of synthetic keys and/or circular references and by using multiple dimension-tables - for each fact-table a separate ones you couldn't filter or search on single fields against the data-set else you would have n ones. I don't want to say that's not possible to do everything against n fields but the efforts and the created complexity to synchronize all of them will be enormously - without having any benefits.
That's just related to the usability - if it comes to get access to all included data it will become more difficult. This relates to the common case of having missing keys on one/several/all sides of the n tables. Regardless of having associations or applying joins within the script it means always a pointing against NOTHING respectively NULL and you will miss data. Of course there are ways to handle such scenarios by checking all sources against each other and removing invalid data or to populate the missing ones but nothing is easier as just to concatenate the information.