Hi. I'm not sure WHY you want to compound them. If they are just going to stay there visually - leave them grouped and go on.
BUT, I'll be happy to answer your question under the assumption that you need to work with them further. :)
What is causing your problem is that the two V-ish objects are stroked lines, and you need them to be filled paths.
So, select them and Object > Expand and click OK. Now, to make them into a compound path, make sure both are selected and Object > Compound Path > Make *OR* press CTRL-8. You now have a compound path that looks exactly like the two lines did.