In a test just now, I received the “merge” message wan hen I opened a project to load, whilst there is media in the media-room.
What I see is that you can tick a box with: don’t show this again. It might be that you have ticket this box and that therefore the message does not appear anymore? In the preferences behind the “confirmation” tab, you can press a reset button that would undo all the do not show this anymore ticked. Let us know whether that solved your problem.

Quote In a test just now, I received the “merge” message wan hen I opened a project to load, whilst there is media in the media-room.
What I see is that you can tick a box with: don’t show this again. It might be that you have ticket this box and that therefore the message does not appear anymore? In the preferences behind the “confirmation” tab, you can press a reset button that would undo all the do not show this anymore ticked. Let us know whether that solved your problem.

It has solved my previous issue. At the same time,it has created a new issue.

Everytime i open PD,i have to select "16:9" . Now "don't show this again" option is not coming on startup popup.

I have just tested this and in my 365 subscription version this all works as expected.
My opening screen is different from the one you show. My version shows a number of popular templates and gives me the choice between the timeline editor and the slideshow creator, and ... a tick box for: always enter full mode.
When I don't tick that, I get the opening screen when opening next time.
When I do tick I don't get he opneing screen but the full video edit mode as expected.
It may be that what you see normal behavior for version 20. If not, then I suggest that you contact CL support to notify them about this problem.