Does a merge have anything to do with remotes?
No. Nothing. Nada. Never.
The merge command simply takes two commits and creates a new merge commit.
This is all done in your local repository.
Of course one of those commits might only be "on" a remote ref,
but Git doesn't care.
Remember that pull = fetch + merge.
The fetch step does all the talking to the remote repository, downloading
new commits. The merge on the other hand is completely local.
Don't let pull hide that fact.