Illustrator is not able to do that.
Even now, in the future that may already be the past.
If they intersect at their endpoints, just use the direct selection too (white arrow) to select those end points. Then in the menus Object>Path>Join (cmd/ctrl J). This will connect those points, and then you can just add a fill.
If the end points are touching (or very near each other) you should be able to select the lines with the Selection tool also, and then join.
2 line next to each other Object Path Join:
You can also use the Join tool.