We normally try to avoid the selection object and copy/paste when they aren't necessary.
Add
Dim aRng as Range to the top of the macro
Delete from
objDoc.Range.Copy to
End With
In that same location, add this code
Code:
Set aRng = objNewDoc.Range
aRng.Collapse Direction:=wdCollapseEnd
aRng.FormattedText = objDoc.Range.FormattedText
As an aside, you can merge multiple files like this without code.
1. Create a new document
2. Go to Insert > Object > Text from File
3. Pick multiple files (Select and Shift+Select)
4. Click OK