net is broken into 2 sub-nets
From your posted picture, you have given the software two instructions to follow. First, place all of the components on a particular schematic sheet into the same room. Second, that you will define rooms for components in addition to the automatic assignment of rooms.
If you don't assign a class to one of your components, then the software will assign it to the default location. Instead of assigning a blank parameter, give your user ComponentClass parameter a dummy value of something like N1, N2, etc.
If you aren't using rooms for anything on the PCB, then you can remove them completely by unchecking the boxes in the "Generate Rooms" column of the Schematic Sheets table. When you compile the schematic and send it to the PCB you'll generate an ECO that will remove the room assignments.
If you're not using your rooms for design rules that would prevent it, you could also edit the shape of your rooms to include the extra components.