Can you build your PhD in Clinical Psychology off of your masters?

I’ve been told that masters and PhD or PsyD degrees would be completely separate. I.e. if you do a masters degrees for clinical psychology and then choose to do a doctorate later you will need to complete the entire 5-6 years and in the end, end up with a terminal and non terminal masters and a doctorate.

This doesn’t seem to be true for other majors but I’m unsure if that’s because they’re getting offered to pursue the PhD while completing their masters thesis so there is no gap. Unsure if this is true across majors or has something to do with licensing requirements in psychology.