Unfortunately, there isn't currently a way to merge conversations when one is started as a form submission, and the other was started via email.
The conversations have different "types" and are not compatible for merge, and we'd like to be able to have that option.
This is a limitation of the Front form channel. https://help.front.com/en/articles/2278
However, it's not too hard to do an API integration with other form platforms, such as Gravity Forms. With the help of a guy on a freelancer platform in less than a day I made a working solution that takes your Gravity Forms submission and then sends it to be imported by Front into a specified inbox, as if it was an email that had been sent by the person who filled out the form. https://dev.frontapp.com/reference/import-inbox-message
This message can be merged as if it was an email, not a form submission.
I have also created an idea which would make it much easier to work with 3rd party forms platforms, allowing Front to accept email notifications originating from the website not the contact, and still link the message to the contact. Please upvote! https://front.ideas.aha.io/ideas/PRD-I-7761