Hi Sharon,
Since Office Web Apps are the online version of Office software, they are light version of Microsoft Office and some features are not available in web browsers. We are not able to use Office Web Apps to mail merge. However, we can still use Mail Merge with local Office suites. I am sorry for any inconvenience.
You can send feedback to our product team. Many features and improvements of the current programs have been designed and upgraded based on your feedback. We’ll appreciate your comments and suggestions to help us improve our services and products.
Thanks,
Elaine Hao