Mind it is the nature assigned to the combination rather than to simple load cases. It is intended for definition of another combination with the one you already defined being one of its component. Imagine that you define one load in each of the load case so that you can easily see the applied load displayed on a model. (e.g you created case 1: case2; case 3; case4). Then you want to group defined load cases by their nature so you created:
COMB 1 (dead) = 1* case 1 + 1* case 3
COMB2 (live) = 1* case 2 = 1*case4
and then you create the final combination
COMB2 = 1.2*COMB1 + 1.35COMB2
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Artur Kosakowski