As it turns out physically merging cells in edit mode is not possible. What is supported is listed in our online documentation on Merged Cells
There is also a feedback item
under review from the development team. Still, for the moment we cannot suggest such functionality.
Do you want to have your say when we set our development plans?
Do you want to know when a feature you care about is added or when a bug fixed?
Telerik Feedback Portal
and vote to affect the priority of the items