That's the "X Body" bug which makes the Merc immune to missile. X as in the mark shown on Auto map.
When 2 X totally overlap, (Sorc and the Merc) the merc would be then immune to Missile attack.

This can also be done by Necro with minions if there are enough lag.

I'm not too sure how exactly it's done though... ><''
Or maybe I'm totally wrong. If that's the case...correct me