Problem with "Skipped missing target" after a merge

Dear Subversion users,
before setting up a bug report in the svn bug database,
we wanted to query this mailing list in the hope of getting an explanation
for the following strange behaviour in a merge scenario:

1) A virgin repository is created (https://chucky:8443/svn/rep1) containing
   the directories "branches", "tags" and "trunk".

2) Repository is checked out in a working copy:
   *svn co https://chucky:8443/svn/rep1 wc*

   A wc\trunk
   A wc\branches
   A wc\tags
   Checked out revision 1.

3) Code project folder "proj" is copied into trunk. Folder "proj"
   contains merely the file test.cpp.

4) "proj" is added to be version managed via svn:
   *svn add wc/trunk/proj*

   A wc\trunk\proj
   A wc\trunk\proj\test.cpp
   -------------------------------------
   *svn commit wc/trunk/proj -m "Genesis"*

   Adding wc\trunk\proj
   Adding wc\trunk\proj\test.cpp
   Transmitting file data .
   Committed revision 2.

5) A private feature branch is created from trunk into branches:
   *svn copy https://chucky:8443/svn/rep1/trunk/proj
https://chucky:8443/svn/rep1/branches*

   Committed revision 3.

6) Working copy is sync'ed with repository:
   *svn update wc*

7) Now we rename in [wc/trunk/proj] test.cpp to xyz.cpp (off course via svn)
   svn mv test.cpp xyz.cpp
   A xyz.cpp
   D test.cpp

   *svn commit -m "Moved test.cpp to xyz.cpp"*
   Deleting proj\test.cpp
   Adding proj\xyz.cpp

   Committed revision 4.

8) Directory is changed to [wc/branches].
   We want to merge the recent changes in the baseline aka trunk
   (literally the diff between revisions 2 up to 4) into our private feature
branch:
   *svn merge -r 2:4 https://chucky:8443/svn/rep1/trunk/proj proj*

   --- Merging r3 through r4 into 'proj':
   A proj\xyz.cpp
   D proj\test.cpp

9) In [wc/branches/proj] we modify the content of xyz.cpp and commit it
   creating svn revision 6.

10) Now we want to merge back the work in our branch into the
baseline(trunk).
   Directory is changed to [wc/trunk].

   *svn merge --dry-run -r 3:6 https://chucky:8443/svn/rep1/branches/projproj
*

   --- Merging r4 through r6 into 'proj\xyz.cpp':
   C proj\xyz.cpp
   *Skipped missing target: 'proj\test.cpp'*

We wonder about the skipped missing target (proj\test.cpp) message which
actually shouldn't be any longer around neither in the private feature
branch
nor in trunk after the first merge and commit (steps: 8+9).

Any hints ?

-- 
Regards.
Babak Sayyid Hosseini