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In my experience, what you are describing has always been how drawn shapes are managed by default. If you want a shape to not merge with another shape, then you need to draw it on a separate layer or group the shape or convert it to a symbol.
I am not able to find any option to have shapes automatically turn into grouped items/symbols.
Edit - actually, scratch that. Seems I had merge drawing on, which to be honest is something I didn't know existed. Sorry about the confusion, but I've figured it out.
I probably should have included some screen shots.
So when I draw my shapes, the lines and fills are by default not connected. Is this just default in CS6? I never had this problem in 5.5; the lines and fills automatically created a union.
I'm as curious as you at the moment. While I don't experiment much with new features since the old ones work as well as I've learned of them, I have never experienced having thing automatically joined as a group.
Anything I have ever drawn using the shape tools has involved only the raw drawn shapes/outlines. If I draw a rectange with an outline I can drag the fill and leabe the border behind. Or if I draw another shape atop it, it erases the portion of the shape it covers.
Where is the "merge drawing" thing you say you had on?