When you are making merge decisions, referring elements can be included in the merge only if all the elements they refer to are included in the merge. For example, a message can be included in the merge only if the sending and receiving classifier roles are included in the merge.
If you choose to exclude an element which other elements require, then these dependent elements will be excluded from the merge as well.
In general, IBM® Rational® Rhapsody® DiffMerge does not check whether the diagram resulting from a merge is correct. It is the user's responsibility to ensure that merge decisions result in a correct sequence diagram.