It does not seem like appropiate use of MediaWiki to generate multi-page books in wikitext by transcluding each individual page into one larger page. I also think that such a large page cannot likely be consumed by the user in their web browser in a way that provides a good user experience.

Our software, as well web browsers, work best with shorter separate pages that users consume separately, with navigation links from one to the other.

I understand that it is not your intention for users to read this book as one-page in their browsers, but merely as a way to then use the "print" functionality to print it on paper (or to save as PDF). But it seems unwise to task the MediaWiki parser with producing such a big page, and then task the user's web browser to download and render the big page, and then to task the browser with converting it to a PDF (or other print output).

For reasons of server performance, user-experience, and user device performance, I am declining this task.

The Collection extension is meant to provide this functionality. However, as mentioned by @martin.monperrus, the PDF export for books in Collection is currently unavailable.

So, the bad news is: Currently there is no way to create multi-page combined PDFs on Wikipedia, Wikibooks, nor any other Wikimedia wiki.

The good news is, combining pages into a book is not a new feature request. We have known for many years that users want to do this, and until recently, there was a dedicated service optimised for doing this task.

However, that service was not working well and had to be turned off. As such, the PDF export of "Book Creator" (Special:Book) is currently disabled on most wikis. See T171832 and subtasks for more information.