It looks like your data in Tableau Prep is being Sampled (notice the "Sampled" indicator on the Clean 1 step). In that case, it's not surprising that what you see in Tableau Prep (in the profile pane) could be different than the final output. You're just seeing rows for 8 of the files instead of all 10 in Prep, but when you output and open in Desktop, it looks like you're getting all 10 files.
If you don't want to use Sampled data, you can adjust the settings on the Input step (find the Data Sample tab and select "Use all data"), though you may see a difference in performance.
Hopefully, that helps!
Thanks for the response Joshua.
Your answer could be right. I don't have a way to confirm it, since I reinstalled my laptop using a previous image (before you responded), reinstalled Tableau prep and it's working fine now.
I am marking your answer as correct since it can help someone else facing this problem. I appreciate the help.