How to merge branches on github.com without doing pull request?

Github does not provide such a mechanism - and by following best practices, it doesn't make sense for them to provide such a feature.

The steps are to Merge it on your machine, then Push:

git merge mobile
git push

Pull requests are really only for repositories you don't control, and/or some code review process.

Per comments on the question, if this isn't convenient for you, very likely it is a sign of going against best practices, hindering your ability to work correctly.

Github does not provide this functionality via the web UI at this point.

You can't do it on the website itself, but you can do it via the Branches API, without cloning locally:

curl \
  --header "Authorization: token $TOKEN" \
  --data '{"base":"master","head":"develop","commit_message":"YOOOO"}' \
  https://api.github.com/repos/$USER/$REPO/merges