Among the careers you listed, theater set designer most likely combines an interest in art and history. Set designers create the visual and spatial environment for theater productions, which requires an understanding of artistic principles, design concepts, and often a historical context to accurately represent the time period and setting of the play.
While an art therapist and comic book illustrator also involve art, they do not directly integrate history in the same way that set design does. Transportation designers focus on product design and engineering rather than the historical aspect of art.