Why are A and B considered to belong to the same "system"? They combine with each other combinatorially in exactly the same way that rhesus factor combines with them, and presumably the same way that all other systems combine with all other systems.

Blood type systems are defined by the single allele that encodes the antigens (as you point out, sometimes multiple antigens per allele). This table shows all of the different blood type systems, https://www.isbtweb.org/resource/tableofbloodgroupsystems.ht..., and the chromosomal location of the respective allele.

ABO all involve the same gene locus and the same protein just different glycans that get added. https://en.m.wikipedia.org/wiki/ABO_(gene)

Hold my beer; I'm gonna middlebrow this! My best guess (dimly remembered from drawing blood for testing in my lab) is that these "groups" (systems?) all live at the same place on the chromosomes that do/n't express them — they're alleles.