Git branches & commits history after merge
That is normal Git behaviour. You are doing what is called a "fast-forward" merge, because your branch is strictly ahead of the master branch.
If you really want to preserve branch history (although I'd recommend you don't bother) then you can use git merge --no-ff to force it to create a merge commit even when it can do a fast-forward update.
You can found addition criticism to the -no-ff option in "Understanding the Git Workflow", mainly because it would break git blame.
More at "fast forward when using pull and no-ff when pull".
As explained in "Why does git use fast-forward merging by default?", unless you are talking about a really long-lived branch, a fast-forward merge is preferable.