Hi Christina,
I am using ProAnimator version 4.5.1, and it seems like the merge scene command is working fine in that version. If you have example scenes where this is happening in version 4.5.1, you can send them to ed@zaxwerks.com and I can take a look into what is causing the issue for you.
If you are not using ProAnimator version 4.5.1, please download it from our download page below:
http://www.zaxwerks.com/download/
One of the things you may want to try out is to turn the 3D Display style to wireframe, and the Preview Object Faceting setting to a higher value like "3.0". When merging scenes, there may be a lot of objects getting merged, so this may slow down your scene. By changing the 3D Display Style and the Preview Object Faceting, this can speed things up when the scene is merged.
Best,
Edward