If you uncheck "Merge" it will thicken OK. I assume you have some issues with the edge of your surface, as when it's thickened it's not parallel with the solid body which is why it won't merge. It's touching along one edge creating zero thickness geometry.
There are all sorts of issues of twisting & gaps on the bottom of the thickened surface if you thicken it quite a bit.
As it stands, a thickness of 1.3mm or greater will thicken & merge, anything less it fails to merge.