The merger rate of primordial black holes depends on their initial clustering. In the absence of primordial non-Gaussianity correlating short and large-scales, primordial black holes are distributed `a la Poisson at the time of their formation. However, primordial non-Gaussianity of the local-type may correlate primordial black holes on large-scales. We show that future experiments looking for CMB $mu$-distortion would test the hypothesis of initial primordial black hole clustering induced by local non-Gaussianity, while existing limits already show that significant non-Gaussianity is necessary to induce primordial black hole clustering.