要解决Apache Beam中每个用户会话窗口未合并的问题，可以使用以下代码示例：

import org.apache.beam.sdk.transforms.windowing.BoundedWindow;
import org.apache.beam.sdk.transforms.windowing.IntervalWindow;
import org.apache.beam.sdk.transforms.windowing.PaneInfo;
import org.apache.beam.sdk.transforms.windowing.Window;
import org.apache.beam.sdk.transforms.windowing.WindowFn;
import org.apache.beam.sdk.values.KV;
import org.joda.time.Duration;
import org.joda.time.Instant;

public class UserSessionWindow extends WindowFn, IntervalWindow> {
  
  private final Duration sessionGapDuration;
  
  public UserSessionWindow(Duration sessionGapDuration) {
    this.sessionGapDuration = sessionGapDuration;
  }
  
  @Override
  public Collection assignWindows(AssignContext c) {
    List windows = new ArrayList<>();
    
    Event event = c.element().getValue();
    Instant eventTime = event.getEventTime();
    String user = c.element().getKey();
    
    IntervalWindow newWindow = new IntervalWindow(eventTime, eventTime.plus(sessionGapDuration));
    
    BoundedWindow previousWindow = c.previousWindow();
    if (previousWindow != null && previousWindow instanceof IntervalWindow) {
      IntervalWindow currentWindow = (IntervalWindow) previousWindow;
      IntervalWindow mergedWindow = currentWindow.span(newWindow);
      windows.add(mergedWindow);
    } else {
      windows.add(newWindow);
    }
    
    return windows;
  }
  
  @Override
  public boolean isCompatible(WindowFn other) {
    return other instanceof UserSessionWindow;
  }
  
  @Override
  public Coder windowCoder() {
    return IntervalWindow.getCoder();
  }
  
  @Override
  public WindowMappingFn getDefaultWindowMappingFn() {
    return new IntervalWindowMappingFn();
  }
  
  private static class IntervalWindowMappingFn implements WindowMappingFn {
    @Override
    public IntervalWindow getSideInputWindow(BoundedWindow mainWindow, PaneInfo paneInfo, BoundedWindow sideInputWindow) {
      return (IntervalWindow) sideInputWindow;
    }
  }
}

现在，可以使用UserSessionWindow类来创建会话窗口。

PCollection> input = ...;

PCollection> sessions = input
  .apply(Window.into(new UserSessionWindow(Duration.standardMinutes(30))))
  .apply(...); // 其他转换操作

在这个示例中，UserSessionWindow类继承自WindowFn，它负责将每个输入元素分配到相应的会话窗口。assignWindows方法根据每个用户的事件时间和间隔时间来分配窗口。如果当前元素的事件时间在前一个窗口的时间范围内，将它合并到前一个窗口中。

注意：这只是一个示例，具体实现可能需要根据你的具体需求进行调整。