You can't search History in a report, only in a query.
The only way I think is this few sets:
Create a new ticket custom field, make sure its assigned to those Request Types you wish to report on, keep it hidden from your client and techs, and call it something like Merge Status.
Create a query that searches the history and list all those tickets which have been merged.
Then select all tickets from the result query, and run a bulk change to set the Merge Status custom field to 'True'
Then create a new report which includes (or excludes) only those Merge Status which are set to True.
I hope this helps.