The way this is intended to work is that if you start this item playing, the player will automatically switch to the -pt2 file, once the end of the -pt1 file is reached.
“Merge” is not the right command to use when you are trying to append two files.
Apart from the -pt1, -pt2 file naming method there is no way to achieve this within Plex.
I recommend you to do this instead: [HowTo]: joining multi-part movies files with MKVtoolnix GUI
