Why does "merge by distance" not work here? I'm using blender 2.92 and trying to apply &quot;merge by distance&quot; on a mesh. You can see in the gif that I first select the vertex to show it is overlapped, then &quot;merge by distance&quot;. I expect that after the &quot;merge by distance&quot; was applied I would end up with only one vertex but we can see that nothing changes after I apply it.
For context, I created the mess by starting with a cube, scaling on the X axis then I scaled the two sides to 0 on the x axis to create an edge shape so at that point there are two edges overlapped. I'm guessing it has something to do with how I attempted to create the edge on this mesh?
You have not selected both vertices to be merged. One is 'In Front' of the other, so hiding it from selection.
You have 2 options:

AltZ, toggle into X-ray mode in the viewport, so the back vertex is no longer hidden when making the selection

or

Check 'Unselected' in the operator's F9 Adjust Last Operation panel, which will merge selected vertices to all others within the given distance, selected or not.