The option "OPT_COMBINE_OBJECTIVE = YES" does not work for SOLVER=INC_RANS and SOLVER=INC_EULER (and possibly others).
The issue seems to be that COMBO is not supported in the list of history output:
Info: Ignoring the following history output groups:
COMBO
When using SOLVER=RANS and SOLVER=EULER, COMBO is written to the history file correctly.
Tested with SU2 v 7.1.0 on the testcase multiobjective_wedge (cfg file inv_wedge_ROE_multiobj_combo.cfg).