they sure like to all sleep in a pile, is this normal, or are they too cold.
Absolutely normal. Mine chicks sleep in a pile in the middle of a hot summer. It's not cold. They just like the company. They are flock animals after all. If they are cold they will be giving the distress peep, which is pretty sad. When you hear it, you can tell something is wrong, it's that sad.
they have no interest in the perchs yet,
I have had brooder raised chicks start roosting as early as 5-1/2 weeks, but my average age for them to start is probably around 10 to 12 weeks. Some have gone even longer. Some people on this forum have posted much longer for them to start. Eventually one will and the rest will follow. I have had broody raised chicks start roosting as early as 1-1/2 weeks, but Mama was teaching them and taking care of them.
Mine will often start playing in the perches during the day at a couple of weeks old. You'd be surprised at how well a chick that age can fly to get up there. But that is playing, not roosting at night.
My older chickens can be quite brutal on the roosts. It's usually the hens lower in the pecking order that will go out of their way to peck the chicks when they try to join them on the roost. It does not happen each and every time, but I have had groups of chicks that looked for other places to roost instead of the roosts, like nest boxes or even outside the coop. They are just trying to stay out of the way of the bullies. I've gone so far as to put extra roosts away from the main ones to give them a safer place to go. Just something you might want to watch for.
how much longer do they need the heat lamp?
They probably don't need it at all, but we all have different conditions. They should be fully feathered out before 5 weeks, so the simple answer is that yours don't need it any more. But they need a place to sleep at night where they are out of drafts. Sleeping on the floor, yours probably have that. They also need to be acclimated. Yours may be already. I'd absolutely turn it off during the day and after a few days, turn it off at night, provided you don't have a breeze blowing through your coop at ground level. If you have that breeze, put up something to stop the breeze, then turn it off. With the numbers you have, they will keep each other warm anyway. If you only had a couple, I'd be a bit more concerned, but not much.
I raise my chicks in a brooder in the coop. One area stays warm but the rest is allowed to cool down to ambient so mine are quickly acclimated. You'd be surprised how much time 3 day old chicks spend in the cooler areas. This fall I put 14 chicks in my draft-free grow out coop with no supplemental heat when they were 5 weeks old. When they were 5-1/2 weeks old, the overnight outside temperature was in the mid-20's. I don't know how cold it actually got inside the grow out coop, but they were fine.
Any idea on when they'll show an interest in going out into the big world??
Who knows? I've had some that took less than 15 minutes to start exploring. I've had some that took over a week. They'll start when they start. Don't worry about it.
And Lastly, how long until they start interacting with the biggies??
They are acting the way they are supposed to now. When you merge two separate flocks of chickens, assuming no mature roosters in each flock, you have two things to worry about. First is pure integration. Chickens can be territorial. The established flock may defend their territory against the invaders. This is where housing them side by side a while can really help. This does not always happen. Sometimes this part goes so smoothly you wonder what all the worry was, but occasionally it ends in disaster. Each flock has its own dynamics and it sounds like you are past this hurdle. That is a relief.
The other thing is the pecking order. Mature chickens always outrank immature chickens in the pecking order. If a lower ranking chicken invades the personal space of the mature chicken, they may get a severe peck. When this happens, the lower ranked one should run away and order is restored in the flock. Young chickens quickly learn to avoid the older ones. They will hang out in separate areas, maybe stay on the roosts when the older are roaming the coop floor, or find places to hide.
Chickens mature at different rates. I've had some that could mingle with the adult flock by 15 weeks old (a young rooster), but this is pretty unusual in my experience. I've had some twice as old that are just starting to carve out a place in the pecking order. You can expect them to remain two separate flocks until the younger mature enough to make their way in the pecking order. I cannot tell you when that will be, but look for it to start for some about when the younger start to lay. But it is quite possible they will still hang in separate groups even when they fully mature.