Answers: If you merge two layer beside drop shadows, the drop shadow will look dark because you're overlaying two shadows and making them denser.
The with the sole purpose process I can regard as to receive round it is by reducing the impenetrability of the drop shadows you're merging - e.g if they're both 50% afterwards together they create a totally dense shadow, so slim down them both to 25% thickness and, when merged they should still look relatively translucent.
Select the first deposit you want to merge within the ranking above the second lode you want to merge and press CTRL + E.