The Merge feature pop-up has these characteristics:
1. The entry pop-up is prefilled with the original file's name.
2. After you click OK, the program always prefixes the path of the topmost file chunk in the list, whether you want it to, or not.
3. Before clicking OK, you can change the file name.
4. You can also prefix a subfolder, which must already exist, of the folder of the topmost file chunk.
5. Except for the above, you cannot tell the program to put the merged file anywhere else.
Incidentally, if you split the original file into ten or more chunks, you cannot arrange their names in the File tool list in the proper order for the merge, without some preliminary work. You have to manually rename the file chunks so they will sort in the correct order in the list.
These are more idiosyncrasies than bugs, unless jv16 decides otherwise. :)