I have seen something like this before. Once you have your first layout open you then select the Merge (as you have done) but you do not see the second file.
When this has happened to me I zoom out with my mouse as far as I could (plus moved around) and I have seen the other layout some distance from the first one.
You then move it closer and everything works fine.
I hope this helps and is the answer your looking for.
Craig