I suspect that it is due to the fact that the mail merge utility pre-dates
email.
You can however do it if you use a modification of the process in the
article "Mail Merge to E-mail with Attachments" at:
http://word.mvps.org/FAQs/MailMerge/MergeWithAttachments.htm

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Hope this helps.
Please reply to the newsgroup unless you wish to avail yourself of my
services on a paid consulting basis.
Doug Robbins - Word MVP
>I am aware that MS does not allow email merge from Word using Outlook (or
> other email programs) to specify recepients in the CC list.
[quoted text clipped - 3 lines]
> their
> seniors and HR.