Trish, one possibility is that one command (the merge) is part of an auto-action. For example, if you want to add an effect to a vector layer, you can’t and the program will tell you it needs to be converted to a Raster. There is a series of auto-actions that will just DO IT without asking. Maybe that is what happens? Check under File > Preferences > General Program Preferences and click on the Auto actions on the left. You should then see a list of actions that will be done automatically, without asking you first. See if one of them would be related to a Merge command.