I'm not talking about exchanges, I'm talking about any software wallet.
So your solution now, is to "combine multiple UTXOs from multiple addresses as inputs" LOL

how do you know if the wallet used is able to do that first?
It will be automatically summed up by the wallet, for example Electrum. Imagine, you have a lot of addresses which have a balance of 0.01 each. Now, if you want to send 0.1 BTC, wallet will be able to send 0.1 BTC which will be the input.
Do you know some wallets on smartphone offering this feature?
Same, electrum mobile wallet can do that.
Do you really think people want to do this kind of trick for each transaction they are sending? Are you doing it yourself?
People who care about privacy does this every time certainly. Personally I don't do this most of the times. It depends on which wallet I am using.
I don't know what you are refrring, I'm confused too. However, this is very simple work.