Guy,
You can only merge with common dimension values in both sources. If you have a distinct value in one of your sources as dimension, then a merge is not possible. See example below.
For i.e: lets say universe #1 has material and plant with one key figure rate and universe #2 has material dimension only with 2 key figures quantity and discount. In this example, you can only merge by material and use all the 3 key figures but can not drag plant into the output.
Hope this helps.
Rama