Here is another way of avoiding this warning:
proc sql;
create table a_comb (drop = same_col:) as
select *
from a1, a2 (rename = (msgid = same_col1))
where a1.msgid = a2.same_col1
;
quit;
If you rename all your repeated columns to same_col1, 2, 3 and so on, the DROP option will ensure they are not added to the new dataset. Its a bit tedious to set up but at least you can keep using a "SELECT *".
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