This is because those pads are not the same net, when you want to connect two different net together altium DXP prevents because it is a "Rule Violation"
good solution is that you go back to schematic and connect these pad in schematic and update them to PCB, so everything will be correct and you have no rule violation
however if you want to disable this option in DXP you can go to "DXP > preferences > PCB Editor >interactive routing "
and set "routing conflict resolution " to "None" !