So HOW did you merge datasets in Enterprise Guide?
Did you write SAS code? If so the code shouldn't be any different just because you are using a different user interface to allow you to submit your code.
Did you click on buttons in the Enterprise Guide Windows PC program? Which buttons? Did you try the Tasks and Utilities section that I see on the left hand side of your picture of your SAS/Studio session? Does it not have a similar push button task for generating merge code?