@Arkos You watch Dragon Ball Z/Super? Think of Kali like Trunks, so there are two versions of the same universe with slight differences (multiverse theory). Trunks A (Future Trunks) goes back in time to stop the Androids, winds up instead in Trunks B's (Baby Trunks) timeline, and for some reason decides to stay, change his name to Not-Trunks Black, and become a villain. Trunk B grows up, loses everyone to Not-Trunks Black's henchman, hunts down and kills Not-Trunks Black, finds his Time Machine, activates it without knowing what it is, and Trunks B gets sent back in his own timeline to become a baby again, but remembers everything that happens.
It's stupid analogy but it's the best I could think of to explain why there can be two Kali, the Demon King wasn't the exact same Kali from that timeline so he didn't merge with the other one once they met.