The BrowseForFile function adds a filter to the File Picker dialog. As MergeMultiDocsIntoOne uses the same dialog without setting a filter it will inherit the filter from the previously used function.
The solution is simple - clear the filters, and optionally set a filter for the required file types, for the File Picker in your MergeMultiDocsIntoOne routine. You can simply copy and paste from the other function, e.g.
Code:
With dlgFile
.AllowMultiSelect = True
.Filters.Clear
.Filters.add "Word documents", "*.doc,*.docx,*.docm"