I want to merge several features with attribute values that fall within a certain range. I use Select by Expression to select the relevant features, but when I click merge selected features, QGIS times out and ends up crashing. I think it's because the features have many attributes, which are different, and QGIS is not sure how to merge them. I thought I would be prompted with a window to define the attributes after the merge, but I guess not?
You could also try the Dissolve algorithm (under Vector geometry in the Processing toolbox).
When you have selected the features to be merged, you can merge them using Dissolve (with Selected features only, and no Dissolve field(s) specified). The resulting layer will only contain the generated (multi) feature.