It also gives you a warning explaining that parameter 1 isn't an array. If you 
want your output, cast NULL to an array:

var_dump(array_merge((array)NULL, array('a', 'b')));

array(2) {
  [0]=>
  string(1) "a"
  [1]=>
  string(1) "b"
}

This is at least a bug in the documentation, where it states it'll always return an array:  http://us1.php.net/array_merge

But more likely is a problem in code, since it should probably always return an array like the docs suggest.  

Please fix one way or the other.

Internal functions return null if invalid parameters are provided. That's expected behaviour.