That is not true. Those methods trown TransactionRequiredException only when no transaction is available. The default transaction attribute for container managed ejb beans is REQUIRED. If you use merge, persist within transaction everything will be fine. Maybe you have set transaction attribute on business method wich invoke merge, persist to : NEVER , NOT_SUPPORTED or SUPPORTS. In this case container will not create transaction context and exception may be thrown.
I suggest you to read JSR 220 specification for further informations. "EJB Core Contracts and Requirements" pages from 343 to 345