Essential oils frequently produce more powerful effects when blended together. Because they work well together, they are known as 'synergy blends'.
The blending can be undertaken for a specific therapeutic purpose, for a particular part of the body, for general massage, for topical use, for a particular therapy, to create a pleasing fragrance... all sorts of reasons.
Blending is one of the arts of a professional aromatherapist, but it is a definite skill which can take quite a lot of 'trial and error' to master. So it is also possible to obtain oils already pre-blended by experts.