A Stellar (XLM) "account merge" transactions transfer the native balance (the whole amount of XLM an account holds) to another account and removes the source account from the ledger.
Operations such as "account merge" are not considered as deposits. We only support "Payment operation" for XLM deposits.
To avoid unsupported "account merge" transactions, we recommend leaving 1 XLM in your sending account.
Please note that merging XLM accounts to Nexo's might result in your funds being unrecoverable.