You can definitely merge these locked chests, but it's not clear or easy. It's a part of the game we need to fix. Only certain chests will merge -- the ones that have the same eggs inside -- but it's impossible to tell them apart.

You can try sorting them by tapping on them to see the sell prices, and then arrange the ones with the same prices near each other, as those are more likely to have the same eggs and thus be mergeable (but it's not a guarantee).