strange vertices merging?

Hi all,
I have created two separate objects, than I havea merged them and when I want to merge two vertices - than they just …just see on the images below… do you know why? Picture 1 - pair of vertices I want to merge. Picture 2 - result (you can see that the surface is like ‘not matched’),


After you have connected the verts, recalculate the normals again.
Looks like the two objects have different normals.
Select all vertices and then CTRL+n

many thanks…