Hi Psygorn, 
re: 
> But I saw an artifact! take a look at below image.
 
It appears to possibly be just a display mesh artifact, if you export out the export mesher works fine there. So just ignore that display artifact.
 
re: 
> But it is not a solid object. it is a joined object. So, if I can rectify this issue I would be able to 
> create a Linked star in MOI :-)
 
Well it's pretty easy to see why it's not a solid, the end pieces are missing:
  
If you draw a line down the middle:
  
You can then select the line and edges like this and use Construct > Planar to build a cap there:
  
Use Edit > Join after those have been created to join the caps to the main piece to make a solid.
 
  - MIchael  
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