In C and C++, string literals next to each other are concatenated. As these languages influenced Ruby, I’d guess it inherits from there.
And it is documented in Ruby now: see this answer and this page in the Ruby repo which states:
Adjacent string literals are automatically concatenated by the interpreter:
"con" "cat" "en" "at" "ion" #=> "concatenation" "This string contains "\ "no newlines." #=> "This string contains no newlines."
Any combination of adjacent single-quote, double-quote, percent strings will be concatenated as long as a percent-string is not last.
%q{a} 'b' "c" #=> "abc" "a" 'b' %q{c} #=> NameError: uninitialized constant q