I had a concept a long long time ago, not to merge skills but to give an ever so slight synergy,
if you have ever shot a real gun, ( I don't want to sound redneck here, but I have) you would know that a little "experience" in using one gun helps you use another at least a little, that way if you have gone with small guns your whole build and come across a big gun you like its not a complete waste of skills.
Also with HTH and Melee, You don't think that if you were a pro at hand to hand combat it might give you some kind of edge if you get your hands on a crow bar for combat?
What if you had a small energy weapon? would you not get some kind of boost from all of your practice with small guns? ( small guns skill) ?
HERE I will take it in the other direction now - Hell they should make another skill type - Automatic weapons, then you can really mix and match,
because how does knowing how to use a rocket launcher help you with shooting a Mini ? now THAT makes no sense.
Like I said, no merging, just slight synergy, if not simply for the sake of logic, and not being stuck using one type of weapon the whole game.