The colours of the images change

View at 100% and check again.

Whenever something seems to change when merging layers, it's because you are not viewing at 100%. The merged result is correct. The preview is misleading and incorrect.

100% has nothing to do with size. It means one image pixel is represented by exactly one physical screen pixel.

For performance reasons, all blending and adjustment previews are calculated on the on-screen version of the image. When you are zoomed out, that means a resampled and softened version of the image. Pixel levels are averaged out. You get a lot of intermediate values that aren't there in the full original data.

When you merge, commit an adjustment etc, the numbers are re-calculated on the full original data, pixel for pixel.

Viewing at 100% avoids all this and renders the whole issue moot. You see every pixel before and after, and so nothing changes.

Hey, @Niina36132665hk05. Welcome to the Photoshop Community. I'll help you figure this out. Before troubleshooting, update Photoshop to the latest version (v25.6) via the Creative Cloud desktop app & check if the issue exists. 

If it doesn't, please share the system info from Photoshop Help > System info > Copy & paste into a text document > upload & attach here. 

I'll move this to discussions for now. Does this happen with all documents or a particular document? Please share a file & detailed steps that result in the attached output. 

Awaiting to hear from you. Thanks!