Pippin lies down to sleep and can't because he is restless from having touched the Palantir, right? He's trying desperately to talk to Merry about it and Merry basically brushes him off because he is tired. Merry doesn't get just how bad the situation is with Pippin. He just wants to sleep. So Pippin quits reaching out to Merry reluctantly (He even says "It doesn't help much to get no more from you than a you-can't-have-it-so-go-to-sleep!")
So, after all Pippin had done for Merry during their abduction by the orcs, Merry doesn't have a moment to give to Pippin.
Alright...on the NZ thread, I mentioned that when everyone else is staring at Pippin after he gave that cry while looking at the Palantir, Merry turns away. I thought at first that he turned away to spare his friend embarrassment. Now, however, I wonder if he didn't turn away out of shame, for having not listened to his friend, that had done so much for him.
That sounds plausible. But Merry should give himself a break. He was tired and he didn't know what the palantir was. How was he supposed to know that it was dangerous or that Pippin was not just being a Took? :)