Sounds like your Nokia is a rather old-school model ?
If that's the case, then it's expected functionality. Older models always split out the message, newer models still split the message, but the concatenation happens behind the scenes and so is not noticeable to either sender or recipient.
Message concatenation gives you a maximum message length of roughly 40800 chars (255 x 160) due to the hex tracking having an upper bound of FF.