The end of one html file and the beginning of another will always result in "gap" in an ePub (at least with most Adobe RMSDK-based devices/apps, anyway). Unless the end of the first file happens to accidentally fill a "screen" (at that font-size) that is. That's the way it works. Think of a physical book and the end of a chapter. The next chapter doesn't immediately start on the same page. The rest of the page is blank and the new chapter starts on the next page.
It's your responsibility to make sure that the epub is broken up (physical file-wise) into logical sections (such as chapters) and not in the middle of a chapter/section.
You can merge files with the Book Browser in Sigil and then split them at logical points.
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