HELP problem when merging a cylinder with a cube "Industrial Environments with Eevee"

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Hi! I got a problem at "Industrial Environments with Eevee - modeling the primary structure - 16:31

As shown in the tutorial, after the cylinder snaps to that cube, the circle cuts that cube surface into two parts. The instructor made it just with simple steps, nothing special technique is used. It seems like an automatic recognization for blender. 

I think I follow the same steps, but my circle is not cutting that surface. So I couldnt bevel that edge at the next step. 

I searched for "cut hole on surface" tutorials but didnt find any solution.

My model is attached. Hope you can help. I really like the final scene!

Thanks.  :D