But only if the first file ends on a byte boundary of course. Just to save someone trying this some debugging :)
Do GZip files have bit-based lengths?
But the answer in this case is Huffman coding. The most common sequences compress to just a few bits, but backreferences and such are not byte-aligned, they just follow literals in the bitstream. Aligning things to bytes would significantly reduce the compression ratio.
Where this becomes a problem is when someone thinks "I'll compress my logs as I write them out". The next problem is what to do on restart. It's tempting to think "I can just append to the existing file because I can concatenate two gzip files". But if the restart is after a crash rather than a clean exit you get log salad.