I can only confirm the problem.
Indeed, when indicating an existing file as destination for a new PDF, by printing through PDF-XChange Lite V6 (build 319), you get a message what to do, in form of an "Action:".
When you select "Direct Overwrite" or "Autonumber" that works correctly.
When you select "Merge with existing (Append to)" or "Merge with existing (Insert before)", nothing more happens.
The pdfSaver process (icon in the System Tray) stays active. When trying to open the file in PDF-XChange (or in Adobe Reader) there is a message telling that the file is in use by another process.
Stopping pdfSaver liberates the PDF file, but the append has not been executed.
Not stopping pdfSaver, and repeating the print order towards the existing PDF, gives also a message that the destination file is in use.
This problem should be fairly easy for Tracker Software to reproduce and so help their developers to work on a solution.
SUGGESTION FOR TRACKER SUPPORT:
Would it be possible to rename the sub-forum "PDF-XChange V4 and V5 Print Drivers" to something like "PDF-XChange Lite and Standard PDF-Printers".