Merging table cells is a work in progress for Pandoc flavoured markdown, and is not supported in Scrivener’s tables at all. Even when Pandoc does support the markdown table cell merging, we still must wait for Scrivener to update its table code (which @KB has said he was working on), and then wait for Scrivener’s compiler to support the translation into markdown. I wouldn’t hold my breath for when this will work…
One solution would be to use raw source directly. So if you are rendering to HTML then you embed the raw HTML table using raw attributes. You can wrap the raw_attribute markup using a Paragraph style or Section Type as you prefer.
One potential caveat is that if you specify raw html, then this will not be included when you compile to e.g. TeX. You would need different raw table chunks for each output… If you were using section types then you could filter the compiler document include list for just those formats…