Why isn't my merge fulfillment function working properly?

I was excited to see that merging and splitting fulfillments was an update that happened this month. The only problem is that I can’t seem to get merging to actually happen. I have followed the instructions, I’ve tried clicking one of the orders and clicking … , I’ve tried clicking both orders and clicking …, I’ve tried going in to one of the orders and seeing if the option is there. But nothing.

Am I just totally doing something wrong of is the function not working correctly?