Veja se é isso, colega @Dunguinha:

Sub SelMescladaAcima()
  Dim rg As Range
  If Not Intersect(ActiveCell, Columns(1)) Is Nothing Then
    If ActiveCell.MergeCells Then Exit Sub
    Application.FindFormat.MergeCells = True
     Set rg = ActiveCell.EntireColumn.Find(What:="", After:=ActiveCell, SearchOrder:=xlByColumns, SearchDirection:=xlPrevious, SearchFormat:=True)
     If Not rg Is Nothing Then rg.Activate
    Application.FindFormat.Clear
  End If
End Sub