Keep caching settings when merging reports

Is there some way to preserve caching settings when using merging report like below? Neither the PreviewOptions.PictureCacheInFile nor the EngineOptions.UseFileCache works. It only works for individual reports. Adding pages from Report1 to Report2 is always stored in memory instead of disk.
Report1.PreviewOptions.PictureCacheInFile := True;
Report1.Prepare;
Report2.PreviewOptions.PictureCacheInFile := True;
Report2.Prepare;
Report2.PreviewPages.AddFrom(Report1);

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