Try using the NFILE option of the MERGE command, and set it to the sum of the number of frames from all files. CHARMM expects to be merging consecutive dynamics files, and can have problems if the trajectory headers are not consistent with consecutive files.
You can get some clues from TRAJ QUERY, after the files are OPENed:
TRAJ QUERY UNIT 51
TRAJ QUERY UNIT 52