I book separate reservations all the time for various reasons. As long as you are under 5 nights there is no reason to merge. Ask the hotel to link them so you dont need to switch rooms, I do this all the time and never had to switch rooms.

This is helpful for various reasons even if not for your reason. For example, when they are offering bonus points per stay, if you alternate P1 and P2 you can get 4 bonuses instead of 1 for a 4 night stay. Also as mentioned above it allows for repricing one night without all of them. Occasionally you get night 2 goes down while night 3 goes up, this way you can re-price just night 2.

Is there a specific reason you want them merged vs linked?