Is there an easy way to merge two ordered sequences using LINQ?

You could define an extension method for this. Something like

public static IEnumerable<T> MergeSorted<T>(this IEnumerable<T> first, IEnumerable<T> second, Func<T, T, int> comparer) 
{
    using (var firstEnumerator = first.GetEnumerator())
    using (var secondEnumerator = second.GetEnumerator())
    {

        var elementsLeftInFirst = firstEnumerator.MoveNext();
        var elementsLeftInSecond = secondEnumerator.MoveNext();
        while (elementsLeftInFirst || elementsLeftInSecond)
        {
            if (!elementsLeftInFirst)
            {
                    do
                    {
                        yield return secondEnumerator.Current;
                    } while (secondEnumerator.MoveNext());
                    yield break;
            }

            if (!elementsLeftInSecond)
            {
                    do
                    {
                        yield return firstEnumerator.Current;
                    } while (firstEnumerator.MoveNext());
                    yield break;
            }

            if (comparer(firstEnumerator.Current, secondEnumerator.Current) < 0)
            {
                yield return firstEnumerator.Current;
                elementsLeftInFirst = firstEnumerator.MoveNext();
            }
            else
            {
                yield return secondEnumerator.Current;
                elementsLeftInSecond = secondEnumerator.MoveNext();
            }
        }
    }
}

Usage:

var s1 = new[] { 1, 3, 5, 7, 9 };
var s2 = new[] { 2, 4, 6, 6, 6, 8 };

var merged = s1.MergeSorted(s2, (a, b) => a > b ? 1 : -1).ToList();

Console.WriteLine(string.Join(", ", merged));

Output:

1, 2, 3, 4, 5, 6, 6, 6, 7, 8, 9