Can devices be incapable of conference calls? I recently got a ZTE 919D having Android v4.1 Jelly Bean, from eBay.in - http://www.ebay.in/itm/ZTE-N919D-P865G04-CDMA-GSM-Dual-SIM-5-Inch-Quad-Core-Smartphone-8MP-Camera-/271766961121

On a CDMA network (which has conferencing enabled), conference calls don't seem to work. I make a call, and then add another number. After the 2nd call is connected, the Merge options is supposed to have both the numbers connected, but the first stays on hold.

I have used a Galaxy Ace Duos having Android v2.3 Gingerbread, and the same procedure worked fine for conferencing using the same CDMA SIM. So what can be done to know the issue? 

EDIT: I even upgraded to 4.1.2 after downloading the package from ZTE's website, but still it won't work.
I do not think the device as such is unable to merge. In my experience, Android v.4.1 can be a bit of a challenge. I would try updating to v.4.2 or 4.2.2 but remember to backup everything before you do that - preferably to an SD not needed by the device or to PC.