Interesting, because, I failed to look there and just went looking for the hot key in settings.. Mine wasn't set, as I try to use whatever default settings I can just for testing. Since there isn't a hot key search, I looked at all the keys..
Was yours set in settings for that? If not, then that needs to be fixed.. (I now have mine set to shift-J)
In the settings: J was for join notes in the phrase editor.
I un assigned that and instead, assigned J to join phrases. Now when I look under the cog (with 2 phrases selected), the "Glue Selected Phrases" shortcut is blank but J does what I want it to do now.
I think it's just a mis-label.
Cheers.