When you take multiple images and photomerge, you are of course increasing file size, but are you increasing pixel count?
When merge to HDR you also increase file size, are you increasing pixel count?
Well, you really are a novice, wmchauncey .
If you increase file size you inevitably increase pixel count. That's what causes the increase in file size. But there's a distinction to be made between real
pixels and interpolated
You can take any image of any file size and increase the number of pixels, and consequently file size, till you reach the limits of the file format. Unfortunately, interpolating pixels does not necessarily increase resolution. Interpolated pixels are additional 'guessed' pixel values.
You can also increase file size by increasing bit depth. 16 bit per color files are twice as large as 8 bit per color files, but you wouldn't notice any increase in resolution.
HDR files are larger because of increased bit depth to accommodate the wider dynamic range. Resolution should not change much, except of course in the shadows and highlights. The HDR blending is attempting to take the best from each shot.
Stitching images in Photomerge more or less preserves the original pixels of each image, so the final result is a real increase in pixel count which translated to higher resolution.