The Governor never told him to kidnap Glenn & Maggie. He should have stayed put and waited at the abandoned shops for Daryl like Glenn suggested. Any inkling of humor I felt for Merle was gone when he kidnapped a couple trying to find baby formula. Imagine the road the story would have turned down if he had simply waited. You KNOW Daryl would have met up with him.
I agree that this would have been best, but Merle has been shown as a "my way, when I want it and how I want it" kind of guy. If he had it in his mind that they were going to drive him to Daryl, then nothing short of Glenn shooting Merle would have deterred him.