You need to have the same password on the site running Special:MergeAccount and the home wiki, even having the same confirmed email on both. While "going there" is fine for release, having to change the password for testing is not so nice. The message is not clear which password is asked on Special:MergeAccount. Testing shows it accepts both the site-password and the home wiki password, so instead of "log in there", you should tell "or provide its password in the previous step" and give another passsword box. Correction: You must fill the site password, get a notification about the home wiki account, go back, put the home wiki password and then works. Putting the home wiki password directly doesn't. Non-home wiki passwords tried, will be tried to create the list of attached accounts.
I also hit a bug on myself when not all accounts matched the email. I capitalised first-letter on some of them and not on anothers. Luckily, i only needed to identify to a second wiki to merge the full second block.
This is correct rfc behaviour, the user name part of the email address must be left unchanged, only the system storing it can perform case-transformations on it, as opposed to the host, which should be lower case, but as most email providers are cese-insensitive (is anyone case-sensitive?) and people *will* make this kind of mistakes, having a list of well-known providers which ignore case and are used by 90% of wikimedians (hotmail, gmail, yahoo, aol?) seems worth to. No case transformations are being done on the host, so should be which done the above fixing :)
Finally, thanks, thanks & thanks, Brion. At last, we can feel SUL near.