Merging multiple audio inputs into one audio output
I think the problem might be that those ports, since they do not share a common name, Altium is unable to bind them together (even though you did so by using a wire).

This should fix it:

Design -> Synchronize Sheet Entries and Ports

There you'll have a menu with the available ports and sheet entries and you can assign them to each other, compile and everything should be fine.

EDIT

So, I've tried on Altium 16 to do a project more or less like yours.

First, I tried with two joined modules, with different entry and exit port names.


And I get a few warning because of that, but the project compiles


Then, when I assign the same name to entry and exit ports it compiles successfully (no warnings)


Try assigning the same name to the ports and compile again, see if it helps