Combining and minifying stylesheets helps your site score better on tools like google's mobile site speed test. This can have a slight benefit to your search ranking. More importantly, it helps your site load more quickly for people with slow/spotty internet.

WSN 10.0.32 Beta 4 and later includes an option for this at Admin Panel -> Themes -> Theme Settings -> "Minify Stylesheets?" Besides minifying, it also combines various stylesheets that ocour on all pages (the base style, the user style, the alertify styles and the superclick menu) into a single stylesheet, thus reducing the number of HTTP requests required to load your page (another speed benefit). When you have this option turned on, your site will no longer be using the templates/styles/themename.css but instead the minified templates/styles/production/themename.css. If you edit your style through WSN's template editor it will take care of refreshing the production version for you, but if you manually edit templates/styles/themename.css via FTP you will not see those changes applied for a while.

Generally you'll want this option on for a production website, but you may want it off during development.