Adobe is aware of the following issue, as I and many others have brought up this issue to them. Hopefully a workaround is in progress:
The main issue with merging clips is that it creates a new track with the video and audio clip, and for people who do everything in CC or premiere, this severely messes up offline workflows. We cannot generate XML's or EDL's for round trip workflows to grade our projects in Resolve. There are some workarounds, painful ones, but if you round trip, please be advised.