I am trying to merge three polygons (basically property parcels) into one. When I use the merge tool (Edit -> Modify -> Merge), I simply cannot get more than one feature listed under "Features to merge", even if all three features appear selected on my map.
Why is this happening, what am I missing???

The above image shows that all three features are selected.

But I cannot figure out how to make them present in the "Features to merge" list.