This is admittedly a sometimes confusing area of Fusion - the notion of different types of selections, and commands which can act on the different selection types.
So, when you say that the entire body was selected, my guess is that you selected it using the window select command, while no command was running. Is that true? If so, then I understand the behavior that you are seeing a little better.
In Fusion, there is a hierarchy of items in the view. From the bottom up: Faces, Bodies, and Components (an over-simplified view, there are lots of other things, too, but I suspect that these are the relevant objects to your case). A body is a collection of faces, and a component can have zero or more bodies in it. Fusion can select any of these objects. You can see what all objects are possible to select by looking at the selection filter:

Now, there is a special problem with the Component/Body/Face hierarchy: Neither a Component nor a Body really has any geometry of its own - you select a body by selecting its faces, and that selection is "promoted" to a body selection if the Face filter is off and the Body filter is on. The same is true for Components (I'm not sure if you are using Bodies or Components, but the idea is the same). By default, when no command is active, and you select geometry, you are really selecting faces. Even if all the faces of a body are selected, we still consider them face selections (we've had lots of internal debates on this topic over the years whether this is desirable...) So, if you try to select the body using window select before the command is active, you will actually be selecting faces. But, the Combine command cannot act on faces, only on Bodies, so it discards those face selections. But, if you invoke the command first, the command knows it can only operate on Bodies or Components, so it is able to adjust the selection filter to promote Face selections to Bodies. You can tell by looking at the selection filter when Combine is active:

I admit that this can be confusing at first, and non-obvious. I'm only explaining how it works...
I hope this helps a bit to clear up some of the mystery.
Jeff
Jeff Strater
Engineering Director