What steps did you take to "merge" the two files. In order to help, we need to know what the term "merge" means to you. Did you want the two files on two worksheets in one file? On one sheet, side by side? On one sheet in one table? Please clarify and show us what the end result should look like even if you have to mock up the file manually.
I was able to import File 2 into File 1 onto a separate sheet and then cut and paste to sheet 1 with out an error, but I don't know what you want.
I opened an Input Query, Browsed the Folder location of the file, used Combine Binaries.
The above mentioned is what I generally Follow.
Also, Attached is the sheet, showing how I want the result after its merging.
Thanks
Your sample 02.xlsx in original post is missing header. Is that how 02 file is actually set up? If so, that's likely cause of the error.
Edit: Without header, binary combine will result in something like below. Since, PQ won't be able to identify columns for 02.xlsx using 01.xlsx as sample.