well, mertonensis can be perennial (although not particularly long lived) but it is far more reliable to sow the seeds in pots (I have just done a whole heap of foxgloves a couple of days ago). They will fill a pot and grow slowly over winter in a coldframe or a sheltered spot outside. You can prick out the small plantlets in early spring and then pop them into the ground in April/May when they will bloom in midsummer.
It is usually fairly easy to tell if your foxglove has any chance of returning - biennials now will have bloomed and seeded and largely have died back to a dried out rootball which will lift easily from the soil. If that is the case with yours, it won't be coming back next year. However, the seedheads should be absolutely full of tiny seeds unless you have already cut off the flowering spike. Mertonensis will come true from seed so sow them, if you still have some, now.
You are quite right, this is the usual advice given to foxglove growers, that the dropped seed will provide blooms for the following year but, I find that unless the plant was an early bloomer, the shed seed can occur quite late in the summer and although little rosettes of leaves will grow, they will continue to grow for a further year because they need to reach a decent size in the first growing season to guarantee that the following year is a flowering one. This happens a lot with biennials - it is quite common for canterbury bells to flower 2 summers after the initial flowering. Although the seeds are very tiny, it is an easy plant to grow as you can just finely scatter them and they will co-exist, quite crowded in a pot or seed tray until pricking out - when again, they are nice and easy to separate. I honestly suggest you have a go sowing your own seed - for guaranteed success, try to sow them in June/July so they have a full season of growth.
If you like mertonensis, there are some rather good perennial hybrids called polkadot hybrids which have purpurea and some unknown species as co-parents(ferruginea or parviflora would be my guess), Apart from polkadot Princess which is a horrid pink, Pippa and Polly are very exciting deep peachy, rusty colours with the added bonus of being truly perennial. There are other, shorter Camelot foxgloves which are also perennial (short-lived) and some very short Foxy hybrids or Dalmation Purple and Dalmation White, along with a whole host of various species such as D.thapsis, D.heywoodii, D.lutea and D.grandiflora, all easy from seed and fairly accessible from most seed merchants.
Have fun, I have little foxglove orgies every few years, when I decide I MUST grow some more.

My mertonensis flowered nicely in pots, but now have droopy leaves edged in brown. Should I cut off the tops and hope they will come back? Or not. I could leave them outside now, since it doesn't freeze here hardly.

Just leave them to die back naturally - the pot will look sad and empty but, if it is going to return next year, the roots will tuck in for winter, sending out new basal shoots next spring. You might notice little seedlings in the pot - these can be lifted early next year and potted on to make new plants.
I am aware that some plants are very dependent on a period of chilling in order to initiate next years flower buds (many old European roses, for example) but confess to being ignorant on the overwintering requirements of foxgloves in Z9 (although they are perfectly alright in Z8).

I often stash my pots somewhere less noticeable once the main show is over and all that's left is withered and dying foliage.