Issue confirmed. Net merge seems to be broken. Here's an 8 way header. 4 pins connected to one net. 4 pins connected to a different net:  Here's what happens after joining pins 4 and 5 and answering Yes to merge the nets:    

Why do you want to merge nets on the PCB anyway ?  Shouldn't that be done on the schematic and then imported ?

@MikeDB, That's absolutely true but the feature still exists in EasyEDA to allow the creation of a PCB directly without the creation of a schematic from which to convert to PCB. I personally think that this feature should be removed because not following the [EasyEDA Design Flow](https://docs.easyeda.com/en/Introduction/Design-Flow-by-Using-EasyEDA/index.html) \- which is based on industry best practice \- [creates all sorts of problems](https://easyeda.com/forum/topic/The_best_way_to_design_a_PCB_in_EasyEDA-ThR3pwqIC) and bad habits but as long as it does exist, it should work. In testing this situation however, I have found a potential problem when using the **Create schematic > Convert to PCB > Change Schematic > Update PCB...** process. I will post a separate Bug Report about this. :)

I'm just doing hobbyist designs.  I just do the design straight in the PCB without a schematic.