Merge Two Paragraphs with Removing Duplicated Lines
Python 3.8 (pre-release), 104 bytes

def o(a,b,i=None):
 while(i:=a[:i].rfind(b[0]))+1:
  if b.find(a[i:])==0:return a[:i]+b
 return a+'\n'+b

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I've come up with this as my first ever Code Golf challenge. Defines function o (short for overlay) which returns string a overlayed with string b, or their concatenation if there is no overlap.
It repetitively searches backwards in a for the first letter of b and, if a match is found, compares from that point on in a to the beginning of b until an overlap is found or a has been fully scanned.