Build NOT RUN when pull request is merged into another pull request

If a project is configured to “Only build pull requests” then the builds are not run when you merge pull request to branch that has its own pull request open (job #10).

CircleCI interface claims that:

This project is configured to only run builds that have open pull requests associated with them. Update the ‘Only build pull requests’ setting to run this build.

In addition to that, when you manually merge a branch to branch that has pull request open there are two builds created, the first one (job #11) is not run due to the above while the second one is run (job #12 and #13).

See here for all job runs: