The merge method returns the merged collection, it doesn’t mutate the original collection, thus you need to do the following
$original = new Collection(['foo']);
$latest = new Collection(['bar']);
$merged = $original->merge($latest); // Contains foo and bar.
Applying the example to your code
$related = new Collection();
foreach ($question->tags as $tag)
{
$related = $related->merge($tag->questions);
}