Not as far as I know Tony - if I remember correctly, there is a facility to select a set of KN files and play them as a medley on the KN6000 but even then, there would be a short break, whilst the next file loaded. I know this facility exists on the KN7000. If it is possible to play a medley of MIDI files, there would still be a short break between the individual files, whilst they loaded from Floppy Disk ( probably not so short! )
I would say that your best approach would be to use a suitable MIDI editor to join the files together.
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Willum

After silence, that which comes nearest to expressing the inexpressible is Music.
Aldous Huxley
( especially when the music is played on a KN7000....)