It's not an error, it's a warning. You will get this whenever you have two objects that confer a name to a net connected to each other. In your case, the three connected ports are each giving a name to the single net that connects them all together in the top level schematic, and the warning message tells you exactly that. This does not necessarily indicate that there is a problem, and if the warnings bother you, you can either change how nets get their names in the project compilation settings, or turn off these warnings.
Ports only connect vertically not horizontally by default in hierarchical designs.
By ports I mean < label > not power ports
Know that ports by default DO NOT NAME NETS!
Clearly the ports in the OP's project are naming nets, that's why they're getting that warning. I'm pretty sure that ports naming nets is in fact the default, but I haven't done a fresh install of Altium since....well, since I first installed it years ago.
Your issue is you are trying to make a local connection using a port.
There's no apparent issue with the OP's connectivity, and everything in those screenshots is a perfectly valid way of creating a multisheet project in AD. I'm not sure what you're trying to say is wrong here.