There seems to be nothing unusual about your .kra file.
I tried it with version 4.4.0 on Linux and Windows 10 and when I do Merge with Layer Below on ‘Capa vectorial 1’ then I get a vector layer with two vector objects in it as is shown here:
Your problem is strange and I have no idea what could be causing this.
Do you have access to another computer that you could try this on?