Hi Dave, on areas where the curve segments are tangent smooth to each other the Merge command in v5 will combine those together into longer single segments that will then generate larger faces when extruded. You'll need to use the v5 beta for that to work, and join the curve together before running merge. You select a joined curve for that case.
For areas that are not smooth then it is normal that those will not be merged together, when you have sharp corners those will form separate faces at that crease point. So you have to remove the sharp corner in the curve's shape to combine those cases, you can delete the control point at the juncture or use fillet or cut out some open area and put in a blend.
If you are still having trouble please post the .3dm file with your curves in it so I can test with it.
- Michael
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