<aside> 💡
For some reason when you merge curves they get parented instead of nesting under one transform, this script helps you get around that.
</aside>
Select all the curves you want to merge, make sure all transforms are frozen and pivots are at (0,0,0)
import maya.cmds as mc
crvShapeList = [] #Empty list
sel = mc.ls(sl=True) #Select all curve Objects
for crv in sel: #Add all shapes into a list
crvShapeList.append(mc.listRelatives(crv, s=True))
newGrp = mc.group(n='newCurve') # Create an empty transform (group)
for shape in crvShapeList: # parents all curveShapes under the new transform.
mc.parent(shape, newGrp, r=True, s=True)