I see.
Well, those particular edge must exist. But they are, in essence, the linear version of a singularity, and I think that's what prevents them from stitching.
However, since those shapes are "water tight," you can perform a Surface>Create>Boundary Fill operation on them, which will give you a solid part(s).
Other issues:
1. You seem to be organizing stuff as several BODIES within a COMPONENT. But those bodies seem to be separate, individual parts, so they should EACH be a component of their own. Do you know the difference? Learn the difference. You'll see me create the two new Boundary Fill operations with the option set to 'New Component,' and then go back and delete the related surface body (could have set the option to 'Remove Tool,' but didn't, so needed to delete them after the fact).
2. Technically, if those WILL be made of sheet metal, then they can't exist without a little spacing gap where those offending free edges exist, and it would probably be easier (unless you don't know how to do it yet) to just create them as sheet metal components to start with.
3. Why are you modeling without Capture Design History turned on?
https://knowledge.autodesk.com/community/screencast/a547ef9c-4ee9-402b-95f3-43b44cdfa1a0