If you use Merge & Centre, chances are that you have received messages along the lines of 'Sorry, you can't sort/filter this data as some cells are merged'. Excel purists don't like Merge & Centre because of this and other drawbacks (such as breaking macros).

There's always been an alternative! The Centre Across Selection feature was a better solution but the button was well hidden (in the Alignment tab of the Format Cells dialogue box, accessed from the Font group on the Home tab).

The good news is that Microsoft have now made this feature directly accessible from the Merge and Centre button itself.

So, stop using Merge & Center; start using Centre Across Selection instead (it should soon appear in your copy of Excel 365).