  We simulate neutralino dark matter ($\chi$DM) haloes from their initial
collapse, at $\sim$ earth mass, up to a few percent solar. Our results confirm
that the density profiles of the first haloes are described by a $\sim
r^{-1.5}$ power-law. As haloes grow in mass, their density profiles evolve
significantly. In the central regions, they become shallower and reach on
average $\sim r^{-1}$, the asymptotic form of an NFW profile. Using
non-cosmological controlled simulations, we observe that temporal variations in
the gravitational potential caused by major mergers lead to a shallowing of the
inner profile. This transformation is more significant for shallower initial
profiles and for a higher number of merging systems. Depending on the merger
details, the resulting profiles can be shallower or steeper than NFW in their
inner regions. Interestingly, mergers have a much weaker effect when the
profile is given by a broken power-law with an inner slope of $-1$ (such as NFW
or Hernquist profiles). This offers an explanation for the emergence of
NFW-like profiles: after their initial collapse, $r^{-1.5}$ $\chi$DM haloes
suffer copious major mergers, which progressively shallows the profile. Once an
NFW-like profile is established, subsequent merging do not change the profile
anymore. This suggests that halo profiles are not universal but rather a
combination of (1) the physics of the formation of the microhaloes and (2)
their early merger history -- both set by the properties of the dark matter
particle -- as well as (3) the resilience of NFW-like profiles to
perturbations.
