Here is the question of merging, and loss of individuality? The individuality remains. It remained in the past, it is, at the present moment, it is continuing; and in the future also they will remain, the same way. This is clearly explained in the Second Chapter of Bhagavad-gītā. So merging does not mean, always, that losing one's individuality. The individuality's there.
Therefore the theory of merging into the existence of impersonal Brahman is to stay there for some time, again fall down. Just like the same example that the water of the rivers, they merge into the ocean, but again it is evaporated in the sky, and it falls, again goes through the river, merges. Bhūtvā bhūtvā pralīyate (BG 8.19). This is going on. One mani . . . once manifested, and again merging. This is going on.
So our philosophy is that once going into the ocean, no more coming back. Tyaktvā dehaṁ punar janma naiti mām eti kaunteya (BG 4.9). That is our philosophy. If we once go in the spiritual world, we do not like to come back. We stay with Kṛṣṇa and dance with Him, or play with Him, or serve with . . . serve Him as tree, as plant, as water, as cows, as land, as cowherd boys, as father, mother or as gopīs. This is our philosophy. Once we go to Kṛṣṇa, we live forever with Him in either of these capacity. "Let me live at Vṛndāvana in any capacity. It doesn't matter. But live there."