Are you sure that is a screenshot from Sweethome3D? Because it looks quite different from my install. What gave it aways is the "Make invisible" in the context menu. You can't make walls invisible in Sweethome3D. I don't think there is any context menu in Sweethome3D with "Make invisible". So I assume that is a context menu from a different program.

I also don't see that two walls are selected.
For your corner you should select the two thick walls to join (top left and vertical). In Sweethome3D of course.