Yeah this is one of the most annoying small things. Admittedly it should take some time to combine mags, but should be possible. I also think "one in the chamber" should be implemented (reloading, i.e. an AK47, with one shot left would result in you having 30+1 to fire). At first I was certain Arma 2 could merge/combine mags so I tried a lot of stuff.. :) I know there's a game that does this by holding the reload button, but don't remember which one..