Last I've ever read was that AIRHelp doesn't handle merged projects (I don't use them myself, so I can't tell you if that's 100% true). Time to send in a wishlist request - https://www.adobe.com/cfusion/mmform/index.cfm?name=wishform&product=38
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Browser based AIR can be merged, it's desktop AIR that cannot.
This problem was identified recently and I can provide some files that will make the TOC display. It will have to be later though. Please email me via my site with a link to this thread.
See www.grainge.org for RoboHelp and Authoring tips
Just to confirm - these files have indeed fixed the merged TOC display problem.