Display one window when merging multiple layers

[emj]

This is a minor issue, that really doesn't need fixing unless someone wants an "easy" project or scratch an itch.

Steps to reproduce:

1. get 10 big datalayers in JOSM
2. select all layer in selection window pane
3. press merge (into some layer)

result

1. a window will open to merge a layer
2. that window will be activated
3. That window closes
4. go to step 1 until all layers are merged (takes about 30 seconds here).

Expected result:
Being able to surf the web while JOSM merges layers, not having a new window pop up every so often.

Some thing like this:

1. a window will open to merge all layers in one go
2. that window will be activated
3. merge all layers (takes about 30 seconds here).