Obviously the fastest and easiest method would be to use a pc sequencer program of one hue or another to taste, but although I have never had the need to do this on the kn it should indeed be theoretically possible in the technics sequencer because you want to join midi files which have no control, apc, rhythm etc tracks where you cannot have more than one of these tracks in a technics song at the same time.

The procedure would be to load each midi file into song 1 and song 2 of the sequencer. Then since most midis don't use all 16 tracks (or prepare one of the songs earlier by merging suitable tracks to create an empty track) use the track copy function to copy track 1 of song 2 into empty track 16 (say) of song 1. Then use measure insert in song 1 to add the measures of track 16 to the end of track 1. Then clear track 16, track copy track 2 of song 2 into track 16 of song 1, then insert the measures of track 16 to the end of track 2 of song 1, and continue in the same vein for the rest of the tracks. You may need to step edit in and delete some start/stop commands and/or tap tracks at the join measures if having not taken that into account when calculating the measures to copy, keeping the instrument/tempo etc information.

Thus not ideal, and certainly not quick or particularly easy but the question was is it theoretically possible to create a single unbroken song from 2 midids so the answer would be yes.