Can you explain what kind of hierarchical design (device sheets, sheet symbols)? Or maybe an example screenshot.
If I create a single pin net and connect that net on another schematic page, its ok.
Or if I connect to a sheet symbol, and connect the port to something, also ok.
Also, not sure if it helps but you should see the same info when doing a Project > Compile Project, and looking at error messages. Assuming you've flagged it under project options > error reporting.