Why not merging images?

Some cameras have the possibility to shoot raw data. This opens some doors a for merged image, also called frame on frame. My camera ( Nikon D800) has the capability to do so.

I took first the moon in a clear sky and a few days later I took on the same location a cloudy sky. I gave the cloudy sky a blue undertone. On my camera I merged these two images and the result is a spooky result.

Where is the wolf?

This is some completely different than Photoshop. All happens in the camera.