Color balanced colors disappear when I merge layers to background layer

For things like this (fine hatching, noise/grain etc) - you must view at 100% to get an accurate preview before you commit the adjustment. This maps exactly one image pixel to exactly one screen pixel. That's what 100% means.

At any other zoom ratio you get a misleading preview. The flattened file is correct.

Adjustment previews are calculated on the basis of the screen version of the image. This is done for performance reasons. That means a downsampled and therefore softened version of the image. All those sharp transitions from pure black to pure white pixels have been softened and blended down to fuzzy grays that aren't really there in the original data.

The adjustment preview then appears to have an effect on all those middle grays. But in the full data, the adjustment actually has no effect. A black pixel is still black, a white pixel is still white.

So when you commit the adjustment, it seems to "disappear". But in reality, it was never there, it never had any effect.

Make it a habit to always, always check at 100% first. Just press ctrl+1. In a normal photograph it doesn't really matter, but for anything with sharp, pixel-level transitions, this becomes critical. Line art, noisy images, halftone screens etc.