Ah, thank you. I forgot to mention this earlier, but I'm trying to expand them so I can use them with shape builder. This happens:
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This is really strange: the initial linked image seems to show that you have two coinciding end Anchor Points, but the later screenshot shows the effect of non coincident end Anchor Points, which must be the case with a very small deviation, the left one being a wee bit higher and the right one a wee bit lower.
Hans-Jürgen had already spotted the deviation before your posting the screenshot.
You need to have them coincident, and the thread linked to by Hans-Jürgen shows ways to make them coincident, basically moving both.
An additional way, if one of the end Anchor Point is in the exact right place, you can move the other one as follows, Smart Guides being your friends:
1) Deselect everything,
2) Click the path/line/stroke to move with the Direct Selection Tool somewhere below the end Anchor Point, then ClickDrag it by the end Anchor Point (which shows), first a bit away, then back to snap to the other end Achor Point that is in the right place,
Whichever way you choose, once they are coincident you can just join and enjoy.
Edit: Hi Hans-Jürgen.
Edit edit: With Smart Guides on from the start, the second end Anchor Point would have snapped itself to the first one, and there would have been no such issue, one of the reasons that Smart Guides are your friends.