The idea is to build a solution $u(\theta,\phi) = \Theta(\theta)\Phi(\phi)$ for the equation
$$
\frac{\Phi(\phi)}{\sin \theta}\frac{{\rm d}}{{\rm d}\theta}\left( \sin\theta \frac{{\rm d}\Theta}{{\rm d}\theta}\right) + \frac{\Theta(\theta)}{\sin^2\theta} \frac{{\rm d}^2\Phi}{{\rm d}\phi^2} + l(l + 1)\Theta(\theta)\Phi(\phi) = 0
$$
and you just found that $\Phi(\phi) = e^{im\phi}$, $\Theta(\theta) = P^m_l(\cos\theta)$ is one. That is
$$
u(\theta, \phi) = e^{im\phi} P^m_l(\cos\theta)
$$
is a solution. But so is $u^*(\theta,\phi)$. So in that sense they are combined