It works for me (Windows App SDK 1.1.0, Windows 10 21H1) with :
<Application.Resources>
<ResourceDictionary>
<ResourceDictionary.MergedDictionaries>
<!--<XamlControlsResources xmlns="using:Microsoft.UI.Xaml.Controls" />-->
<!-- Other merged dictionaries here -->
<XamlControlsResources>
<XamlControlsResources.MergedDictionaries>
<XamlControlsResources xmlns="using:Microsoft.UI.Xaml.Controls" />
<ResourceDictionary>
<x:Double x:Key="ContentDialogMaxWidth">1400</x:Double>
</ResourceDictionary>
</XamlControlsResources.MergedDictionaries>
</XamlControlsResources>
</ResourceDictionary.MergedDictionaries>
<!-- Other app resources here -->
</ResourceDictionary>
</Application.Resources>