Does that imply that the merge of two lanes is still too costly?
Also it seems the lane from south east to south west is missing :D it's somehow routed via north first and then goes around the circle.
Yes.
This one https://www.openstreetmap.org/#map=16/55.88495/37.47959 was built from scratch not very long ago. Notice how merges/splits are spread as far as possible.