Merge mailboxes/message files menu item

I have been trying to use the “Merge Mailboxes/Message Files” menu item.
It is alway greyed out and no matter how I select the inbox files I am unable to merge them.
What am I doing wrong?

The Merge Mailboxes/Message Files command should be available whenever you have a homogenous selection of either multiple mailboxes (in the source list or records list, whichever has focus) or multiple message files (in the records list).

Starting with EagleFiler 1.9.3, the Merge Mailboxes/Message Files command also works with heterogenous selections of message files and mailboxes.