I am actually dragging and dropping, as I always do. I have two pdf files both selected with the thumbnails visible in the inspector. I drag one to the other. But all I get for the dragged pdf is a blank pdf after closing and reopening.
I am now using a simple script to merge the two and keep the appropriate metadata for my application.
The script is based on Merge PDF files but keep custom Meta data - #4 by cgrunenberg - DEVONthink - DEVONtechnologies Community
The script avoids the problem.