I'm trying in the North African campaign. Any two divisions of Italian infantry cannot merge. Any two divisions of Italian armor cannot merge. Same for Germans. They are not near the enemy.

I can't merge at all. I click on a unit, hold down alt, I cannot move into another unit. Is there some other way to do it?

I am not able to merge in multiple games. Two divisions, no option to merge with the alt key.

I tried using the alt-key described in the manual. Doesn't work. What is wrong?