Retail WoW has never had merged realms. They have connected realms, but no one lost their names in it. Harkening back to when my original server, Hydraxis, connected with Terenas. You could be Fred on Hydraxis, you could also still be Fred on Terenas. Neither person had to give up the name because once one realm connects to the other, there isn’t a “parent” realm. Each name kept it’s own identity. The way they differentiated was Fred-Hydraxis was one entity, Fred-Terenas was a completely separate one. I don’t even know all the realms currently connected to those two these days, but all of them could have their own Fred in that same vein.
From what they have said historically, we very likely will never see full-on server merges on Retail.
Now, Classic iterations? They did do a big server merging back a few years ago to condense things down for the progressive Classic->BC->Wrath iterations. There was ample warning prior to it happening, but the Classic deals are different than realms that have existed since the beginning or nearly so of the game’s life.
So as far as Retail WoW is concerned? It is highly unlikely that merges will ever happen. Realms being connected though? Perhaps there will be more in the future, but it’s been a bit since the last time any connections were done.