Hmm, I just tried it and you are correct (not what I expected or remember). You should be able to create a new resource pool by (1) create an empty resource pool, then (2) open each project, take the option to Use own resources, and the take the option again to use the new resource pool. Resources in the resource pool should get added and merged as you do this to each project.
This of course is a new solution but similar steps have worked for me in the past. Someone else might also be able to provide additional information. Either way good luck and if you try this please respond with how it worked for you.