Files not showing in the Files Related List after merging
Before merging duplicate cases together, you're viewing the case (which will eventually be selected as the Child) and there is an Email Message record which includes an attached File. That File displays in the Files related list.
Upon merging, the Email Message and the attached File are successfully merged to the Parent Case. However, the File is not accessible from the Files related list.
In the Winter 19 release, Salesforce introduced a new setting for Email-to-Case, "Save Email-to-Case attachments as Salesforce Files." When enabled, inbound Email Message record including attachments will save those attachments under the Files object (instead of the Attachments object.)
We believe this is a Salesforce Platform bug introduced with the "Save Email-to-Case Attachments as Salesforce Files" setting. The "Has Attachment" field is successfully populated on cloned Email Messages containing Attachments, but not those which contain Files.