Merging set elements from several GDX files into one basic set

How do I merge set elements from several GDX files into one basic set?

Below is an example, which shows how to do this, even if the GDX files contain lots of common elements.

First we generate some GDX files:

set a /a,b,c/;
set b /c,d,e/;
$gdxout seta.gdx
$unload a
$gdxout setb.gdx
$unload b
$gdxout

Now we combine these GDX files into one:

set c;
$onmulti
$gdxin seta
$load c=a
$gdxin setb
$load c=b
display c;

which gives us in the lst file:

[...]
 -- LOAD  c = 1:a
[...]
--- MERGE c = 1:b
[...]
----     15 SET c  

a,    b,    c,    d,    e