Pyromancers/Grey Merchant connection indicates 1 point is required, but with 1 point in Pyromancers node you can’t take Grey Merchant node. To get Grey Merchant you have to connect it from other direction. https://imgur.com/rSzUdUj
Connection works other way though: if you have 1 point in Grey Merchant you can take Pyromancers node.
Made a comment on this very issue on Discord and Tunk pointed out he had reported this issue here on the forums. Confirming what Tunk has already reported: cannot unlock Grey Merchant node from the Pyromancer node.