The option in the IEEE output style is in citation numbering where the appropriate box should be ticked. In mine it is ticked. – also make sure there are no spaces between the brackets, which can also force them to be stand-alone (but that doesn’t seem to be the case in your example).
Just noticed you are using Endnote Web… I downloaded current desktop IEEE from the website though, and it does say to group them, so not sure why the online version wouldn’t as well.