The CodeQL CLI does not support merging SARIF files. Merging files in the action.

CodeQL Action versions 3.25.0 and later, and versions 2.25.0 and later no longer install Python dependencies. We recommend upgrading to at least CodeQL Bundle 2.16.0 to avoid any potential problems due to this (you are currently using 2.12.6). Alternatively, we recommend downgrading the CodeQL Action to version 3.24.10 (for customers using GitHub.com or GitHub Enterprise Server v3.12 or later) or 2.24.10 (for customers using GitHub Enterprise Server v3.11 or earlier).