It is not related to index. This is the case when your best index is used to get the data specially from Inner table for merge join. The issue is where to start the scan of the index. By default it is at the start of the index and I am showing in my script that for some of queries you can tell you the optimizer where to start that scan by adding extra logic. I can see the full script.Not sure why are you not able to.

Try below link

http://gullimeelsqlsybase.wordpress.com/2012/06/26/improved-merge-join-algorithm-in-sql-server-2008/