'Mercy' is about how hard it is to chuck habits. Drink, cigarettes, drugs, food, social media, people, relationships - everyone’s been in a situation where they are in a bit of a loop of wanting to walk away from something and getting sucked back in.
It’s what the song sounded like, not the real lows of that kinda thing but the last remnants of the high, when you are still getting something from it but you’re starting to know you’ve got to give it up sometime soon. The Id and the Superego battling it out and the Id winning for one of the last times.