As I already said:
A mailmerge can't update the data source that way. Yes, a macro could be written, but then it's no longer a mailmerge in the normal sense and the macro would most likely need to be run from Access or, in the OP's case, Excel.
For an idea of what's involved in running a mailmerge from the data source - for Excel and not updating the records - see
Run a Mailmerge from Excel, Sending the Output to Individual Files in the
Mailmerge Tips & Tricks thread at: https://www.msofficeforums.com/mail-merge/21803-mailmerge-tips-tricks.html
Cheers
Paul Edstein
[MS MVP - Word]