I waste more time trying to fix up my investment account balances due to this "feature". MD just can't seem to handle basic accounting when it comes to investment accounts. I can't recommend anyone use MD to track their investments until this is fixed. Please allow merging of transactions in investment accounts as is done correctly in non-investment accounts!
I too now find that I desperately need to be able to merge transaction downloaded to investment accounts. I regularly have a deposit made from my paycheck to a Vanguard account, so the transaction appears in the MD Vanguard account as part of the split transaction for that paycheck. When the transaction is subsequently downloaded from Vanguard there is no way to merge it into the respective part of the split transaction.