To do Alt + H M A on Mac in Excel, download and install Accelerator Keys, then press Option, followed by H, M, A.
Command: Merge Across
This is how to do Alt + H M A on Mac in Excel with Accelerator Keys, the native ribbon and alt key shortcut solution for Mac users who get more done with Excel.
Alt + H M A merges cells in each row of your selection separately. Unlike Merge & Center, this keeps each row as a separate merged cell.