Exporting the individual pages as pdfs and turning them into a 'binder' using Adobe Acrobat would do the trick. That's how I go about things with Illustrator CS anyway, not sure if later versions have more facility to do this without exporting.
I am using Adobe Illustrator CS5 Edition. I was having the same problem as you but this is what I did:
File→Scripts→SaveDocsAsPDF ...→ Choose your folder and then click → OK.
Adobe Illustrator will save the open documents one by one in the PDF Format.
Maybe you can use another software like Nitro PDF to combine these PDF documents
Hope this helps a bit but I would be happy to know a shorter method to combine these PDF's into one using illustrator only.