And ESO's "mega server" is a multi year, million dollar project to avoid having to publicly say "our game will never get popular enough to need multiple servers"...
Connected realm is NOT the same thing as realm merger. Connected realm is simply allowing players to trade, share AH, raid, be in guild etc regardless of which server you are on. Blizzard could one day connect all 100 (or however many active servers there are) into a single connected realm. Good luck merging 100 servers worth of characters into a single server.
For those who still aren't clear: The concept of 1 realm = 1 server is ancient (yes, 30 years in computer age is ancient). Have you heard of cloud computing? Blizzard is going to the concept of 1 realm = many many servers (connected realm) and leaving the 1 realm = 1 server idea behind. Blizzard is moving ahead while you are still very much stuck on the 1 realm = 1 server mentality.