Right now, the result of a NonManifoldMerge always goes to the current layer.
This is different than, say, BooleanUnion, which puts the result either on the layer of the first object selected, or the oldest object if window selected. The advantage of this is if all the objects involved are on the same layer, that the result stays on that layer as well.
If you are merging disjoint breps that are on the same layer, it is disconcerting to see the result change layers.