Sequence learning has emerged as the promising paradigm in recommendation systems, surpassing traditional Deep Learning Recommendation Models (DLRM) by capturing the temporal nuances of user behavior. However, current state-of-the-art architectures operate under a limiting analogy: they treat user history as a monolithic chronological sequence like a sentence in a Large Language Model (LLM). We observe a fundamental divergence between natural language and recommendation data: unlike the linear, logical flow of text, user history is inherently multi-faceted. A user's journey is a fragmented reflection of diverse interests, resulting in much weaker coherence between items than is found in LLM training data. This lack of structural unity leads to context pollution. In single-sequence modeling, unrelated behaviors compete for the same attention budget. This "noisy" signal dilutes the model's focus, effectively capping its ability to discern high-intent patterns from background activity. To address this, we propose Constructive Multi-Sequence Learning (CMSL), a paradigm shift from passive sequence ingestion to active "context engineering" that constructs multiple coherent sequences in latent space. CMSL leverages a learnable Sequence Construction Module to disentangle user history into "pure" thematic strands, followed by a linear attention mechanism to efficiently model these strands at scale. CMSL has been deployed across ranking and retrieval tasks and across four major surfaces at Meta.