FWIW, if you all of a sudden come across this issue when your queries previously worked fine, Power BI might have errored on the Merge Queries steps in your queries.
Go to File->Options and settings->Options->Privacy. If you're like me, you have the Privacy Levels set to 'Combine data...'. Switch it to 'Ignore...', hit OK, and refresh the data. All my queries with Merges worked for me then. I then went back and turned the option back on to 'Combine data...', hit OK and refreshed the data, and everything STILL worked.
So, in my limited testing, just refreshing the Privacy Levels setting seemed to clear out the issue on my merged queries.