On iPhone, iPad, and Android, open the playlist you want to add to, open its overflow menu (three dots), choose Add from another playlist, and pick the playlist to take the songs from. Songs already in the destination are skipped, so merging twice does no harm. This needs version 2026.6 or higher.
Mac and Windows have no such command. Select every song in one playlist and drag them onto the other playlist's name in the sidebar.
Neither method copies anything. A song can sit in any number of playlists and remains one song in your library.
For more, see Organize your songs into playlists on the iReal Pro website.