Currently, users are automatically merged if SE detects certain situations that indicate that the users belong to the same real person. Some aspects of this have been mentioned in meta posts, but in general this isn't a well documented system, and some aspects are likely not publicly known at all.
Using several accounts is not officially supported, but so far it is generally tolerated as long as the accounts never interact at all. Probably the most common legitimate reason to use several accounts is privacy, to avoid linking certain posts to an account that uses a real name or is otherwise not anonymous.
If someone asked me how to ask a question anonymously when they already have an SE account, my answer would probably make me look rather paranoid. When I do this, I use the TOR browser to create a browser sessions that has no chance of being connected to my real account in any way, and I abandon the account after I'm done and don't reuse it. I don't know how the automatic account merges work, so this is the only way I know that should avoid them in any case. This is obviously not a very reasonable answer to an average person asking how to ask an anonymous question on SE, but it's the only safe one right now.
I know this isn't an officially supported way to use SE, but I'm not asking to officially support it. I'm only asking to change the automatic merges so that they don't happen without the user confirming them, so that they'll never break the privacy of a person using SE accounts in this way.
The SE network has expanded to a lot of different topics, and unless you're a completely anonymous user, there are quite a few sites where it can easily be problematic to participate. Asking a question on Workplace under your real name would often be a dangerous thing to do, linking your religious or political views to your real name is also something many people would hesitate to do for understandable reasons. But all these things are encouraged by the way the SE account system currently works.
Changing the automatic merges would make it significantly safer to use a second anonymous account, and I do think this is a use case that should be tolerated, even if it isn't officially supported.
PS: This has nothing to do with vote fraud, or any other use of socks that is against the SE rules. Those are never merged anyway, they're deleted outright.