We've been finding issues with the new Ultegra shifters. The redesign that brings the shift cable under the bar tape seems to have also brought friction issues.

Whenever you pull cable from an internal housing bike, get familiar with how the cable is run through the frame. Some frames come with a removable guide, some come with a permanent inner guide. I'm not familiar with Merckx enough to tell you how the cables are run. If you pull the cable through the frame without a guide, it will be nearly impossible to run the cable through again.

You can try several different things to alleviate the friction. Making sure the frame is cleaned of any debris is a great start. You can replace the rear shift housing loop with a higher quality housing. Using a teflon coated cable will help as well. There are a couple of cable sets designed that may work. Gore makes various sets that I've had trouble using with some internal bikes but that cuts friction dramatically but there are others out there as well.

If the bike is relatively new, you can always take it back to the shop with the complaint that it won't shift right. At the very least, I would ask them how to replace the cable.

Good luck! Let us know how things worked.