Block Dupes or provide Free Mass-merge tool

Try Cloudingo if you are a Salesforce user. It's actually quite cheap and allows you to customize and automate background mass merging of leads, contacts, accounts etc.

Though what you said make sense, it is very hard to provide this functionality without creating any system performance issues. Leads are generated so frequently in the system from various sources are it is impossible for the system keep up without using the system resources.

Therefore de-duping is done externally and not up front when the leads are created.

Have you tried the de-dup functionality of Marketo Find and Merge Duplicate Leads - Marketo Docs - Product Docs

If not then see if this can help.

Otherwise you can find services that are cheap like what Nate commented to achieve it!

MJ