Because first person pawn has only arms. Merging first person pawn with character pawn may be quite complicated for somebody new to unreal.
I did not look into that, so i am not sure if merging would work, I know that swapping pawns will.
Unreal is huge engine and usually when you try doing something it was not designed for it feels like you are into kicking contest with a horse.
I got many of those contests lost, so unless you ready for some pain do not try to fight unreal, it will comply seemingly but then you discover that because of your hack something else got totally wonky.