Pathfinder addition merges all object into a single one.
An object (frame) can only contains one picture.
This is why only one picture "remains"...
Now, I don't see why you want to use pathfinder.
You can simply group all your frames.
Or, you might also create your entire background in Photoshop...
Pathfinder only works on vector elements, not raster elements.
Your picture is basically in a container called a Picture Frame.
This Picture Frame has got vector elements, which you can add/remove points to with the pen tool and reshape the frame to any shape you like using the vector tools - even the pencil tool around a selected picture frame will alter the shape of the frame.
The Picture/Graphic is in inside this container - and you can select the picture by double clicking the picture frame and the colour of the outline changes to brown (if you're on layer 1 and the layer identifier is blue).
It's not really possible to join pictures in InDesign, as it's a page layout tool - not a photo editing or vector drawing program, although there are some tools in InDesign that can manage these at a smaller scale than photoshop or illustrator.
You should make your picture in Photoshop - then use File>Place to insert to InDesign - don't forget your to add your bleeds in photoshop! Bleed (printing) - Wikipedia, the free encyclopedia
Depending on type of pattern - photoshop may not have been the best choice! As photoshop uses mostly raster elements (there are vector shapes, masks and text - that can be retained by saving as Photoshop PDF) - but mostly it's a raster program.
Raster images are limited by their physical dimensions and resolution and scaling them causes the resolution to reduce or increase.
For example a 300 ppi scaled up to 150% would mean it is now effectively only 200 ppi.
Scaled down to 50% it would effectively be 600 ppi.
In InDesign you can view the Effective PPI in the Window>Info panel, by selecting the image it will give an output reading in Effective and Absolute.
Effective is the ppi after scaling.
Absolute PPI is the original PPI the image is saved at.
Thank you so much for your reply. This is exactly answering to my question. Now I understand more the nature of this program.