Yep... I feel your pain and would like to merge also. Tim Cook mentioned a couple years or so ago they were "working on it", but since then it has been crickets.
I think this is the type of situation where feedback to Apple could really be helpful! I too have the same problem. Years ago, I got an iTunes account with an old Gmail address that I no longer really use. I then got a .Mac address, which eventually became my current iCloud account, that I use for everything - email, calendars, contacts, iCloud Drive, etc etc.
Now, though, I can't merge the two, since both my iTunes account and my iCloud accounts are considered their own, separate Apple IDs. This is a problem for me and basically means that I can't use some features, such as Apple Music Family Sharing. Not gonna lie, it kinda feels like I'm being inadvertently punished for being an early adopter of Apple's services.