In BO XI 3.1, to edit a merged dimension, we could right click on a merged dimension, and select "Edit merged dimension" from pop up menu, this would open a dialog for editing merged dimensions. This has changed in BI 4.x, and it might be not obvious how to adjust merged dimensions.
Add dimensions to a merged dimension:
Select the merged dimension and objects you want to add, click right button, select “Add to Merge”.
Remove dimensions from a merged dimension:
Select dimensions that you want to remove from merged dimensions, click right button, and select "Remove from Merge"