What about the ice sheets, Mercan cant swim in ice lol
Besides they would need a boat for supplies, weapons and other equipment
Merman are simply humans with some characteristics of fish, in the end, they need to eat and have shelther etc
AND THEY WOULD GET TIRED
Not to mention the SeaKings...
Like someone said before, its like saying, Hey we can walk, lets go to Canada, YOU CAN, but the chances are very low and even so, it wouldnt be easy