In the Christmas episode, the Ghostbusters trap the ghosts of Christmas Past, Present and Future all in one trap, and they all remain separate. But didn't another episode state that when you trap multiple ghosts in one trap, they end up permanently fused?
That was "Drool, the Dog-faced Goblin." Um...okay, let's try to untangle this one. Drool and his Bigger Brother are "monster" ghosts; as such, they probably have low personal "integrities." That is to say, when locked in the trap, they fuse easily. The Christmas Ghosts, on the other hand, are personifications of Christmas, and their personal integrities are most likely pretty strong. Also, as revealed at the end of the episode, the Christmas Ghosts allowed themselves to be captured as part of their plan.
This one has bothered me as well, especially in light of the fact that in the movie (the events of which are canon to the animated series) all the ghosts stuffed in the containment grid were able to separate after being trapped when the containment grid went nuclear (which is why we have Slimer running around), even though at one point in the film, foreshadowing the danger, Egon mentioned the super concentration of ectoplasm in the grid, implying compression. However, there is another possibility with the Ghosts of Christmas Past, Present, and Future. They may not be separate entities at all, but rather, all aspects of the same spirit. They wouldn't need to worry about separation, as they were already a connected entity to begin with.
Several episodes are in contradiction with this. In Ghost ‘R’ Us a family of ghosts is trapped together and later seem separated, even inside the Containment Unit.