The error message indicates that df2 is of type pd.Series. You need to convert df2 .to_frame() as .merge() needs a pd.DataFrame() input (see docs):
df1.merge(df2[['*.S']].to_frame(), left_on='id', right_index=True)
while you probably also just could:
df1.merge(df2.to_frame(), left_on='id', right_index=True)
Alternatively, you can use pd.DataFrame.join() which accepts a pd.Series.
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