Letting people know their thread was moved / merged is also educational (they might put the post in the right forum next time). Letting people know what happened to their thread seems like the courteous thing to do.
There's also a suggestion on alerts on other moderator actions. Merging would fall in one.
I honestly can't think of another time (other than this forum) where being alerted (via a message or something else) when I'm not the thread starter would be helpful except in this forum. Sometimes, not even then.