Short answer, you can not. There are no settings for this. The only export option you have is to export the linked IFC files. But they sill will be exported as separate files.

Normally you only want to export your own parts and not the content of others (linked files). Those files are under responsibility of those parties and they should make their own IFC's. With coordination software (e.g Navisworks) you would bring those files together in a single file for clashing and so on.
Longer answer you could bind the Linked IFC's in your Revit file, making it a single Revit projects. For this you would first need to open The IFC (resulting in an rvt file) and this file can be imported into Revit. WIth the single Revit file you can export a single IFC
Other route might be to merge the IFCs. There seem to be some third party tools who can do this.
Louis

Please mention Revit version, especially when uploading Revit files.