There are many ways to be merciful. As Alma taught in his blessing to his son Corianton, one way that God can be merciful, without robbing justice, is by temporarily staying justice while giving us more time to repent. Of course, He could proceed immediately to judgment as soon as we sin. He doesn’t need to collect witnesses or evidence against us; He already knows all of what we have done. But knowing all of that, He withholds judgment to give us time, knowing that we might yet choose righteously.
Has Lehi done that too? Yes. While he had recalcitrant sons, he warned them. But did he withhold blessings from them? No. They still have the blessing of the Land of Promise, if they will only come around. Lehi shows a Christ-like attitude here. In setting a good example for all, Lehi is merciful not only in the sense of withholding judgment, but also in demonstrating a loving kindness, where he shows blessings and a positive (not just the neutral) part of being merciful.