If you take a look at the bookmarks tree in each document you will notice that the file that acts the way you want has "double-banner" icons and your file has "single-banner" icons in the bookmarks.
Those "double-banner" icons are generated when you combine different PDF's into a single one.
To get that effect you would have to split your document with Adobe Acrobat, splitting by "Top level bookmarks", for more than one level, and after that combine the split documents, from bottom to top, into a single document.