We don't have anything simplier than just appending the points one by one. You don't need the SortByX if you already know that the Dataset2 points are after the Dataset1 points.
TimeSimpleDataset Dataset1 = new TimeSimpleDataset(...);
TimeSimpleDataset Dataset2 = new TimeSimpleDataset(...);
.
.
for ( i=0; i < Dataset2.NumberDatapoints; i++)
Dataset1.AddDataPoint(Dataset2.GetDataPoint(i));
Dataset1.SortByX(true);