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not exactly what you ask but you have two options here:
1) select all the clips you want to merge and hit Clip > Merge... ;
2) go to Track > Export Tracks > MIDI... and select the MIDI output bus your tracks belong to;
both options ask for the .mid file that will go with the merged MIDI data.

see also View > Options... > MIDI > Capture / Export > File format options.

cheers
and happy new year!