I'm aware of three reasons that you might not want to do so:
You tie up spices that you might want to use in other dishes individually
You don't always want to add the spices at the same time.
You can't always keep spices well-blended.
If you only tend to cook one dish or you leave some of each spice in reserve, the first one isn't really a problem.
The second one is a function of the dish being prepared, which I'll assume isn't the case here.
The last one is less of a problem with ground spices, but can be significant for whole seeds -- as you jostle the container with use, some spices will tend to float to the top, while others sink to the bottom.
The end result is that when you go take your measure of mixed spices, it might not have the same proportion as what you had expected.
You can partially mitigate the issue by taking your container and rolling it around on its side for a bit before righting the container and taking your measurement.
It's not perfect, but it will help in re-distributing the spices.
If there are certain spices that would be a major problem if they weren't help in balance (eg, ground hot peppers), you can blend everything else and leave that one item separate.
cooking.stackexchange.com/users/67/Joe
Assuming you're using spices which are all dried and ground, there should be no problem.
In the middle-east, there are always several spice mixtures available in shops.
The most famous of which are Ras-al-Hanout and Baharat.
These are spice mixtures sold as pre-mixed combinations by the shopkeeper, who is usually the one who grinds the spices.
cooking.stackexchange.com/users/611/Carmi
You may want to keep them separate for shelf-life reasons.
If you combine them, the shelf life of the mixture will be limited by the freshness of the least-fresh spice you mixed into it.
Different spices' flavors also degrade at different rates, though generally you don't have to worry about the flavor of dried, ground spices degrading for at least 6 months.
Depending on how much of this mixture you use, these things may not be a factor.
cooking.stackexchange.com/users/14026/Dan C
For some here there might be two other reasons: Practice, and variation.
Mixing spices as part of the prep trains your memory, and sometimes helps you understand the mixtures, and there is a learning effect both from getting the balance slightly wrong and from getting it right in a subtly different way.
This can also prevent a dish from getting boring if you make it a lot.
cooking.stackexchange.com/users/35312/rackandboneman
You can combine them and make your own spice mix, but keep in mind, there may be some separation and you may need to shake or roll your space shaker to keep things mixed.
The coarser spices will end up on top while the finely ground will end up on the bottom if you don't mix up before use.
cooking.stackexchange.com/users/33134/Escoce
I always use the same spice mix for dal. Instead of taking 1-2 tsp of each, I would rather keep a special container for the dal of the ready made mix in the proportions I want.  Is there any reason not to do so? Shelf-life, aggregation, ..?
Is there a reason for storing ground spices separately (unmixed)?
cooking.stackexchange.com
<storage-lifetime><spices><mixing>
cooking.stackexchange.com/questions/63602
cooking.stackexchange.com/users/33679/Sparkler
You can combine them to make your own spice mix, but the shelf life will be limited by the freshness of the least-fresh spice, it may be difficult to keep it properly mixed and ensure even proportions, you will be forced to add the spices at the same time and you will not be able to adjust the proportions to taste. In addition, you will need separate containers of individual spices if you want to use them in other dishes. It is generally considered better to keep spices separate and mix them as you use them. This means different shelf-lives can be respected and you can train your memory as you mix your spices. There is , however, no harm in making a dried spice mix, as long as you remember to shake it so the individual spices do not separate.
Keeping spices separate is useful for many reasons, including using spices separately, different shelf-life of the different spices and training your memory when making a spice mix. If all the spices are dried mixing them is no problem. An occasional shake is needed to keep them fully mixed.