WOW!! thank you so much guys for all the help and sorry for late replay. i will try everything you did here. really interesting thank you one more time.
Merge and Join are two different things. It sounds like maybe you want Merge rather than Join. There is not a button for Merge. Hit Tab and then type Merge to merge curves.
But, it is usually a bad idea to merge edges of a cube. If you do not like seeing the edges a better way is to hide them by clicking the eye icon like this: