Altium trouble between Schematic and PCB Design
Every CAD tool has its quirks and way of organizing a design.

One of the "quirks" of Altium is that if two pieces of copper are connected, they are generally considered to be the same net, and each net can only be identified by one name. 90% of the time this is a valuable feature, because it allows the design rule checker to detect if you have connected two wires that shouldn't be connected to each other. This is important once you start working on nontrivial designs, with 10's or 100's or 1000's of nets.

What you should do is just choose one name for that net, maybe "SWITCHED". 

If you absolutely need to have two names for different regions of copper that are connected together, Altium allows you to use a special component called a "net tie" to do that. You can search the Altium documentation for the instructions for how to use them. 

But for a trivial design like yours, you shouldn't even need to name your nets to keep track of what's what. 

Generally when we do name nets, we use short, abbreviated names, like "SW" and "CATHODE1". If you want to include descriptive text on your schematic, you can just use a text note instead of a long net name like "Negative Current (Switch-LED)". Frankly, I'd never include punctuation (like "(") in a net name because I don't know how well the netlister and PCB tools will deal with it.