It is a problem with connectors - i haven't tried with merge blocks.

Did you connect these with connectors, or merge blocks, because it looks like you used connectors here, and if that is the case, I don't think its possible in the engine for it to be airtight because they aren't the same grid, as airtightness is individual for each grid.
You could do this and keep airtightness by using merge blocks, and using slope blocks to provide an airtight surface without having attachment points between the two grids so they can separate again after the merge blocks are switched off. This however, will rename the smaller grid to that of the larger grid, as they become one, and that altered name remains after separation, which is a reason some people dont like merging ships together.