mock the environment differences before deploying
I'm always afraid that something will be missed while mocking, or I'd get something wrong. So if I can run my tests on a system that's more like what the end user will have, I like to use it. For example, GitHub Actions, Travis-CI and AppVeyor allowing for testing on different OSs or on different environments with the same OS, even before you've deployed to the end-user machines. And in situations like that, I can see why merging the coverage reports would be nice (whether for verifying actual coverage, or for verifying that the mocked environment works the same as the real environment.)
If mocking is sufficient for you, and you don't need to merge coverage reports; great. I still think it's an idea worth pursuing for how I understand the OP's situation.