Charlie is right and we've dealt with similar issues.
One reason there isn't a "merge all' option or something of that nature is because Marketo's lead merging system doesn't concatenate the data from the two leads. Instead, it forces you to pick one field and essentially erase the other. Marketo doesn't want to choose for you, because the two leads might both have bad and good info which makes imperative that someone does a spot check to make sure the right info is staying with the lead.
Unfortunately you'll have to either do it manually, or if someone in your office has some handy Excel skills, that's another option.