Unfortunately, it seems like this bug is still present in InDesign's data merge; using Preview with Data Merge can corrupt the file.
The only thing you can do is create a new file, and merge without previewing. (if you must see how it's going to fit, you can preview and cancel, then go back in a do a merge without previewing.
(I'm disappointed that this bug has yet to be fixed years after it appeared.)
You are my hero! You have saved the day with your recommendation. Many thanks for that and also for such a very fast reply! :-)
I'm glad I could help. This has been a problem for years now, across many versions. I've sort of stopped expecting a fix, and just work around it.