How to combine parts into a smooth single part?

So, I have all these parts that I connected to make a small play area for players. However, I would like to make it so that all these parts are one single part (to remove the lines in between each part – as seen in the picture). How can one do so?

I would just union them, but you probably thought of that already. Is there a specific reason you don’t want to do that?

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I’ve never used the union tool before. I appreciate your help!

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