Developing the next generation of household robot helpers requires combining locomotion and interaction capabilities, which is generally referred to as mobile manipulation (MoMa). MoMa tasks are difficult due to the large action space of the robot and the common multi-objective nature of the task, e.g., efficiently reaching a goal while avoiding obstacles. Current approaches often segregate tasks into navigation without manipulation and stationary manipulation without locomotion by manually matching parts of the action space to MoMa sub-objectives (e.g. learning base actions for locomotion objectives and learning arm actions for manipulation). This solution prevents simultaneous combinations of locomotion and interaction degrees of freedom and requires human domain knowledge for both partitioning the action space and matching the action parts to the sub-objectives. In this paper, we introduce Causal MoMa, a new reinforcement learning framework to train policies for typical MoMa tasks that makes use of the most favorable subspace of the robot's action space to address each sub-objective. Causal MoMa automatically discovers the causal dependencies between actions and terms of the reward function and exploits these dependencies through causal policy gradient that reduces gradient variance compared to previous state-of-the-art reinforcement learning algorithms, improving convergence and results. We evaluate the performance of Causal MoMa on three types of simulated robots across different MoMa tasks and demonstrate success in transferring the policies trained in simulation directly to a real robot, where our agent is able to follow moving goals and react to dynamic obstacles while simultaneously and synergistically controlling the whole-body: base, arm, and head. More information at https://sites.google.com/view/causal-moma.