I’d like to merge all subtools with one click, but merge visible never merged anything for me.
Merge Visible creates a new tool in the Tool palette leaving your original model with subtools intact. Select the “Merged” tool in the tool palette to work with it.
So unintuitive, thanks. 
I think finally I have found my workflow in that area. Whatever I touched yesterday, there was an obstacle. Zbrush is difficult for 3ds max users.