A recent change introduced keeping merged questions around as stubskeeping merged questions around as stubs. I performed a couple of merges yesterday, and things appeared to be fine.
Today I ran across an old question migrated from Server Fault, and another copy that had been crossposted shortly afterwards. The Super User copy had been appended; the migrated copy was missing an owner. So I closed the migrated version as a duplicate, and then merged the migrated version into the crosspost.
After the migrated question was closed, it correctly showed the "migrated from" footer as well as the "closed by" footer. But after the merge, only the "migrated from" footer and the "closed by" footer are displayed; the merge footer is absent.
This particular question was closed-as-duplicate, so the auto-added "Possible duplicate" link in the question body still provides a link to the right question. But if this bug affects questions that are closed for other reasons, users will need to go to the question history to find the link to the new post.