Thank you for reporting this bug. A background job does the merge user action, and once finished, MessageBus sends a message to the user to inform them about the result and close the modal.
Based on your console output and check that the original user was deleted, only the last step failed.
One reason for XML parsing error: malformed is problems with the SSL certificate.
I see that your certificate was issued 25th of May, so I wonder if that can be related.
Do you see that error in the console only during merge or also while regular use of the forum?
The easiest way to test if MessageBus is working correctly would be to open the browser console and change any Site Setting (when the site setting is updated, MessageBus also sends a message to clients). Do you see errors in that case?