Change default output filename to CLAUDE.merged.md

## Enhancement Request
Change the default output filename from `CLAUDE.md` to `CLAUDE.merged.md`.

## Rationale
- Makes it clearer that the file is a merged output
- Prevents accidental overwriting of existing CLAUDE.md files
- Better indicates the file's origin and purpose

## Changes Required
- Update the default value in the CLI flag definition
- Update help text to reflect the new default

Start at the CLI flag definition for the output filename and inspect how its default and help text are declared. Change the default and verify the CLI help displays CLAUDE.merged.md while preserving the requested output behavior.

Written by the indexing model from the issue text.