How do I join two objects without having the modifiers disappear? How could I join two object and maintain the modifiers? 



Once I join the roof and walls, the straw (which is done as modifier) disappears.



Is there solution for it this?
Go to the modifiers tab on the side and press the apply button. 

Please note that modifiers won't actually change the mesh of your object until you apply them. Before that it will just show you what it would look like in the viewport. I hope this helps!