Issue with "Extract All" function when downloaded files are distributed in multiple segments

I have received a downloaded file that is split into several parts, like this:

xx.part1.rar

xx.part2.rar

While attempting to extract the files using the "Extract All" feature, I encounter the following message:

It is clear that the extraction tool should support multi-part downloaded files.

Just to note, I am able to extract the content using 7-Zip as I avoid using WinRar because of its security risks.